On a new approach for analyzing and managing macrofinancial risks
Robert C. Merton, Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo ...
| Year of publication: |
2013
|
|---|---|
| Authors: | Merton, Robert C. ; Billio, Monica ; Getmansky, Mila ; Gray, Dale ; Lo, Andrew W. |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 69.2013, 2, p. 22-33
|
| Subject: | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Messung | Measurement | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Wirtschaftskrise | Economic crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009745669