Value-at-risk-based risk management : optimal policies and asset prices
Suleyman Basak; Alexander Shapiro
| Year of publication: |
2001
|
|---|---|
| Authors: | Başak, Suleyman ; Shapiro, Alex |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 14.2001, 2, p. 371-405
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Allgemeines Gleichgewicht | General equilibrium | Konsumtheorie | Consumption theory | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of financial studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001570567