Value-at-risk, expected shortfall and marginal risk contribution
Hans Rau-Bredow
| Year of publication: |
2004
|
|---|---|
| Authors: | Rau-Bredow, Hans |
| Published in: |
Risk measures for the 21st century. - Chichester [u.a.] : Wiley, ISBN 0-470-86154-1. - 2004, p. 61-68
|
| Subject: | Risikomaß | Risk measure | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Messung | Measurement | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002081512