Techniques for verifying the accuracy of risk measurement models
Year of publication: |
1995
|
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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. 3.1995, 2, p. 73-84
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure |
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