Portfolio risk forecasting
Valentin Braun and Andreas Hackethal
| 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 | Theorie | Theory | Risikomanagement | Risk management | Prognoseverfahren | Forecasting model | Marktrisiko | Risiko | Risk | ARCH-Modell | ARCH model | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2013.266 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262566