Sensitivity analysis of values at risk
C. Gourieroux; J. P Laurent; O. Scaillet
| Year of publication: |
2000
|
|---|---|
| Authors: | Gouriéroux, Christian ; Laurent, Jean-Paul ; Scaillet, Olivier |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 7.2000, 3/4, p. 225-245
|
| Subject: | Risikomanagement | Risk management | Sensitivitätsanalyse | Sensitivity analysis | Core | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001557715