On the new transformation-based approach to value-at-risk : an application to the Indian stock market
G. P. Samanta
| Year of publication: |
2008
|
|---|---|
| Authors: | Samanta, G. P. |
| Published in: |
Advances in banking technology and management : impacts of ICT and CRM. - Hershey, Pa. [u.a.] : Information Science Reference, ISBN 1-59904-675-X. - 2008, p. 278-297
|
| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Indien | India |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003606784