Sensitivity analysis of values at risk
Year of publication: |
2000
|
---|---|
Authors: | Gouriéroux, Christian ; Laurent, Jean-Paul ; Scaillet, Olivier |
Publisher: |
[Paris] |
Subject: | Risikomanagement | Risk management | Sensitivitätsanalyse | Sensitivity analysis | Core | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Theorie | Theory |
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