VaR constrained asset pricing with relative performance
Xiangbo Liu; Zhigang Qiu; Yan Xiong
| Year of publication: |
2013
|
|---|---|
| Authors: | Liu, Xiangbo ; Qiu, Zhigang ; Xiong, Yan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 121.2013, 2, p. 174-178
|
| Subject: | Relative performance | Financial institution | Asset pricing | Value-at-Risk (VaR) | Risikomaß | Risk measure | Theorie | Theory | CAPM | VAR-Modell | VAR model | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
| 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/10010346336