Risky risk measures : a note on underestimating financial risk under the normal assumption
Year of publication: |
2016
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Authors: | Goodfellow, Christiane ; Salm, Christian |
Published in: |
Copernican Journal of Finance & Accounting : CJF&A. - Toruń : [Verlag nicht ermittelbar], ISSN 2300-3065, ZDB-ID 2753136-3. - Vol. 5.2016, 2, p. 85-108
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Subject: | risk measurement | risk management | downside risk | value at risk | copula | Finanzdienstleistung | Financial services | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection | Messung | Measurement | Multivariate Verteilung | Multivariate distribution |
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