Value-at-risk for the long and short trading position with the pearson type-IV distribution
Stavros Stavroyiannis, Ilias Makris and Vasilis Nikolaidis; Leonidas Zarangas
| Year of publication: |
2013
|
|---|---|
| Authors: | Stavroyiannis, Stavros ; Makris, Ilias ; Nikolaidis, Vasilis ; Zarangas, Leonidas P. |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 15.2013, 1, p. 14-27
|
| Subject: | Risikomaß | Risk measure | Theorie | Theory | ARCH-Modell | ARCH model | Aktienindex | Stock index | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009708760