Risk measures and the impact of asset price bubbles
Robert A. Jarrow and Felipe Bastos G. Silva
| Year of publication: |
2015
|
|---|---|
| Authors: | Jarrow, Robert A. ; Silva, Felipe Bastos Gurgel |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 17.2014/15, 3, p. 35-56
|
| Subject: | risk management | bubbles | capital determination | risk measures | value-at-risk | conditional value-at-risk | Risikomaß | Risk measure | Spekulationsblase | Bubbles | Risikomanagement | Risk management | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Börsenkurs | Share price | Messung | Measurement | CAPM | Bankrisiko | Bank risk |
| 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/10011298886