A Structure for General and Specific Market Risk
Year of publication: |
2003
|
---|---|
Authors: | Platen, Eckhard ; Stahl, Gerhard |
Published in: |
Computational Statistics. - Springer. - Vol. 18.2003, 3, p. 355-373
|
Publisher: |
Springer |
Subject: | Risk measurement | general market risk | specific market risk | Value at Risk | benchmark model | growth optimal portfolio |
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