Using value-at-risk to control risk taking: how wrong can you be?
Xiongwei Ju; Neil D. Pearson
| Year of publication: |
2004
|
|---|---|
| Authors: | Ju, Xiongwei ; Pearson, Neil D. |
| Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 205-241
|
| Subject: | Risikomaß | Risk measure | Risikomanagement | Risk management | Risiko | Risk | Risikopräferenz | Risk attitude | Entscheidung unter Risiko | Decision under risk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002600314