Upgrading value-at-risk from diagnostic metric to decision variable : a wise thing to do?
Henk Grootveld and Winfried G. Hallerbach
| Year of publication: |
2000
|
|---|---|
| Authors: | Grootveld, Henk ; Hallerbach, Winfried G. |
| Publisher: |
Rotterdam : ECFR |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | 34 S graph. Darst |
|---|---|
| Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. - Vol. 2003 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 26 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001504701