Second generation VaR and risk-adjusted return on capital
Don Rich
| Year of publication: |
2003
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|---|---|
| Authors: | Rich, Don R. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2003, 4, p. 51-61
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| Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| 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/10001781764