Market risk management for hedge funds : foundations of the style and implicit value-at-risk
François Duc and Yann Schorderet
| Year of publication: |
2008
|
|---|---|
| Authors: | Duc, François ; Schorderet, Yann |
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Hedge Fund | Risikomanagement | Value at Risk |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [gbv.de] |
| Extent: | XVI, 250 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-470-72299-1 ; 978-0-470-72299-2 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004397704