Probability and statistics applied to the practice of financial risk management : the case of J. P. Morgan's RiskMetrics TM
Michael J. Phelan
| Year of publication: |
1997
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|---|---|
| Authors: | Phelan, Michael J. |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 12.1997, 2, p. 175-200
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| Subject: | J. P. Morgan and Co. <New York, NY> | Investitionsrisiko | Investment risk | Kapitalanlage | Financial investment | Risikomanagement | Risk management | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| 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://www.econbiz.de/10001233698