Новые способы измерения катастрофических рисков : меры "VaR в степени t" и их вычисление (New Ways to Measure Catastrophic Risk: 'VAR to Degree T' Measures and Their Calculation)
Year of publication: |
[2021]
|
---|---|
Authors: | Minasyan, Vigen Babkenovich |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | Russian |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 28, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3700817 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Ledenyov, Dimitri O., (2014)
-
Estimating the volatility of asset pricing factors
Becker, Janis, (2018)
-
Risk Management and Financial Derivatives: An Overview
Hammoudeh, Shawkat, (2012)
- More ...
-
Minasyan, Vigen Babkenovich, (2019)
-
Minasyan, Vigen Babkenovich, (2018)
-
Minasyan, Vigen Babkenovich, (2019)
- More ...