Von Value at Risk zu Expected Shortfall
Year of publication: |
[2016]
|
---|---|
Authors: | Reitz, Stefan |
Published in: |
Marktrisikoregulierung im Umbruch. - Köln : Bank-Verlag GmbH, ISBN 3-86556-475-5. - 2016, p. 81-101
|
Subject: | Risikomaß | Risk measure | Marktrisiko | Market risk |
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