Value-at-risk models : a systematic review of the literature
Reem Shayya, Maria Teresa Sorrosal-Forradellas and Antonio Terceño
| Year of publication: |
2023
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|---|---|
| Authors: | Shayya, Reem ; Sorrosal Forradellas, Maria Teresa ; Terceño, Antonio |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 25.2023, 4, p. 1-23
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| Subject: | value-at-risk (VaR) | systematic review of literature (SRL) | financial risk | value-at-risk models | financial crisis | Risikomaß | Risk measure | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Bibliometrie | Bibliometrics | Theorie | Theory | Finanzrisiko | Financial risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314618