Portfolio risk forecasting
Year of publication: |
2013
|
---|---|
Authors: | Braun, Valentin ; Hackethal, Andreas |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 16.2013/2014, 1, p. 35-68
|
Subject: | Copulas | Market risk | Value-at-risk (VAR) | Original research | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | ARCH-Modell | ARCH model | Theorie | Theory | Risiko | Risk | Prognoseverfahren | Forecasting model |
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