Modelling VaR for foreign-asset portfolios in continuous time
Year of publication: |
2009
|
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Authors: | Chen, Fen-ying ; Liao, Szu-Lang |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 26.2009, 1, p. 234-240
|
Subject: | Risikomaß | Risk measure | Portfolio-Investition | Foreign portfolio investment | Portfolio-Management | Portfolio selection | Wechselkurs | Exchange rate | Volatilität | Volatility | Korrelation | Correlation | Theorie | Theory |
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