Portofolio crash testing : making sense of extreme event exposures

Arcady Novosyolov; Daniel Satchkov

Year of publication:	2010
Authors:	Novosyolov, Arcady ; Satchkov, Daniel
Published in:	The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 4.2010/11, 3, p. 53-67
Subject:	Portfolio-Management \| Portfolio selection \| Risikomanagement \| Risk management \| Risikomaß \| Risk measure \| Schock \| Shock

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10008699880

A service of the