Risk management for linear and non-linear assets : a bootstrap method with importance resampling to evaluate value-at-risk
Shih-Kuei Lin; Ren-Her Wang; Cheng-Der Fuh
| Year of publication: |
2007
|
|---|---|
| Authors: | Lin, Shih-kuei ; Wang, Ren-her ; Fuh, Cheng-der |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 3, p. 261-295
|
| Subject: | Risikomanagement | Risk management | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomaß | Risk measure |
| 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://www.econbiz.de/10003609500