The ten commandments for optimizing value-at-risk and daily capital charges
Michael McAleer
| Year of publication: |
2009
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|---|---|
| Authors: | McAleer, Michael |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 23.2009, 5, p. 831-849
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| Subject: | Marktrisiko | Market risk | Risikomaß | Risk measure | Prognose | Forecast | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord |
| 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/10003906434