Return or position-based value at risk?
Jérôme Huillard d'Aignaux, Benjamin Baranne, Jürgen Fuchs and Stavros Siokos
| Year of publication: |
2014
|
|---|---|
| Authors: | Huillard d'Aignaux, Jérôme ; Baranne, Benjamin ; Fuchs, Jürgen ; Siokos, Stavros |
| Published in: |
International Journal of Portfolio Analysis and Management. - Olney [u.a.] : Inderscience Enterprises Ltd, ISSN 2048-2361, ZDB-ID 2700830-7. - Vol. 1.2014, 4, p. 301-313
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| Subject: | value at risk | return-based position VaR | position-based VaR | managed account platforms | management accoun | hedge funds | breach | tail event | VaR model | Risikomaß | Risk measure | VAR-Modell | VAR model | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | Risikomanagement | Risk management | Schock | Shock | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010472817