On Bayesian value at risk : from linear to non-linear portfolios
Tak Kuen Siu, Howell Tong and Hailiang Yang
| Year of publication: |
2004
|
|---|---|
| Authors: | Siu, Tak Kuen ; Tong, Howell ; Yang, Hailiang |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 11.2004, 2, p. 161-184
|
| Subject: | Risikomaß | Risk measure |
| 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/10003357652