Stress testing in a value at risk framework

Paul Kupiec

Year of publication:	2002
Authors:	Kupiec, Paul H.
Published in:	Risk management : value at risk and beyond. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-78180-9. - 2002, p. 76-99
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risiko \| Risk \| Schock \| Shock \| Schätzung \| Estimation \| Risikomaß \| Risk measure \| Asien \| Asia \| Derivat \| Derivative \| Verlust \| Loss \| Risikomanagement \| Risk management

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