Optimising the value-at-risk model in banks in India to adequately quantify market risks in emerging markets
Fakhraddin Akhmedov, Mhd Shaker Zeitoun
| Year of publication: |
2019
|
|---|---|
| Authors: | Akhmedov, Fakhraddin ; Zeitoun, Mhd Shaker |
| Published in: |
International journal of economic policy in emerging economies. - Genève : Inderscience Enterprises, ISSN 1752-0452, ZDB-ID 2449908-0. - Vol. 12.2019, 4, p. 337-347
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| Subject: | emerging markets | banking | banks in India | market risk | asset portfolio | value-at-risk model | VaR | India | Indien | Schwellenländer | Emerging economies | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Marktrisiko | Market risk | Risikomanagement | Risk management |
| 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://ebvufind01.dmz1.zbw.eu/10012251125