Risk evaluation in financial risk management : prediction limits and backtesting
Ralf Pauly and Jens Fricke
| Year of publication: |
2008
|
|---|---|
| Authors: | Pauly, Ralf ; Fricke, Jens |
| Publisher: |
Osnabrück : Inst. für Empirische Wirtschaftsforschung |
| Subject: | expected shortfall | Betriebliche Finanzwirtschaft | Managerial finance | Risikomanagement | Risk management | Risikomaß | Risk measure | Theorie | Theory |
| Extent: | Online-Ressource (PDF-Datei: 25 S., 260,79 KB) graph. Darst. |
|---|---|
| Series: | Working papers of the Institute of Empirical Economic Research. - Osnabrück : [Verlag nicht ermittelbar], ZDB-ID 2506973-1. - Vol. 76 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/66504 [Handle] |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009660992