Risk-managing the uncertainty in VaR model parameters
Jason C. Hsu and Vitali Kalesnik
| Year of publication: |
2009
|
|---|---|
| Authors: | Hsu, Jason C. ; Kalesnik, Vitali |
| Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 385-401
|
| Subject: | Investitionsrisiko | Investment risk | Risikomaß | Risk measure | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827091