A note on the use of modified value-at-risk
Year of publication: |
2012
|
---|---|
Authors: | Cavenaile, Laurent ; Lejeune, Thomas |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 14.2011/12, 4, p. 79-83
|
Subject: | Risikomaß | Risk measure | Theorie | Theory |
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