Risk factor beta conditional value-at-risk
Andrei Semenov
| Year of publication: |
2009
|
|---|---|
| Authors: | Semenov, Andrei |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 6, p. 549-558
|
| Subject: | Betafaktor | Beta risk | Risikomaß | Risk measure | Simulation |
| 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/10003887011