Stress testing for Asian stock markets - an application of extreme value theory
Shen Wang ...
| Year of publication: |
2001
|
|---|---|
| Authors: | Wang, Shen ; Liu, Mei-ying ; Chung, Huimin ; Wu, Soushan |
| Published in: |
Journal of emerging markets. - New York, NY, ISSN 1083-9798, ZDB-ID 1496649-9. - Vol. 6.2001, 3, p. 16-26
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Asien | Asia |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of emerging markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001710745