VAR risk measures vs. traditional risk measures: an analysis and survey
Guy Kaplanski, Yoram Kroll
| Year of publication: |
2004
|
|---|---|
| Authors: | Kaplanski, Guy ; Kroll, Yoram |
| Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 3-34
|
| Subject: | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Theorie | Theory | VAR-Modell | VAR model | 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/10002600162