Value-at-risk: uses and abuses
Christopher L. Culp, Merton H. Miller and Andrea M. P. Neves
| Year of publication: |
2005
|
|---|---|
| Authors: | Culp, Christopher L. ; Miller, Merton H. ; Neves, Andrea M. P. |
| Published in: |
Corporate risk : strategies and management. - London : Risk, ISBN 1-904339-98-0. - 2005, p. 239-253
|
| Subject: | Risikomaß | Risk measure | Risikomanagement | Risk management | 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/10003276342