VaR versus tracking error : the strenghts and weaknesses of two performance measures
Soosung Hwang and Stephen E. Satchell
| Year of publication: |
2001
|
|---|---|
| Authors: | Hwang, Soosung ; Satchell, Stephen |
| Published in: |
Added value in financial institutions : risk or return?. - London [u.a.] : Financial Times/Prentice Hall, ISBN 0-273-65034-3. - 2001, p. 13-28
|
| Subject: | Theorie | Theory | Performance-Messung | Performance measurement | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001662561