Stress testing in a value at risk framework
Paul H. Kupiec
| Year of publication: |
1998
|
|---|---|
| Authors: | Kupiec, Paul H. |
| 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. 6.1998, 1, p. 7-24
|
| Subject: | Risiko | Risk | Verlust | Loss | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | Derivat | Derivative | Schock | Shock | Asien | Asia | 1993-1998 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001248811