Value-at-risk analysis : a review and the potential for agricultural applications
Year of publication: |
1999
|
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Authors: | Manfredo, Mark R. ; Leuthold, Raymond M. |
Published in: |
Review of agricultural economics : RAE. - Oxford : Blackwell, ISSN 1058-7195, ZDB-ID 1072527-1. - Vol. 21.1999, 1, p. 99-111
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Subject: | Portfolio-Management | Portfolio selection | Verlust | Loss | Risiko | Risk | VAR-Modell | VAR model | Agrarökonomik | Agricultural economics | Theorie | Theory | Risikomaß | Risk measure |
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