After VaR : the theory, estimation, and insurance applications of quantile-based risk measures
Kevin Dowd and David Blake
| Year of publication: |
Mar. 2006
|
|---|---|
| Other Persons: | Dowd, Kevin (contributor) ; Blake, David (contributor) |
| Publisher: |
London : Pensions Inst., Cass Business School, City Univ. |
| Subject: | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure |
| Extent: | Online-Ressource, 56 S. = 270 KB, Text |
|---|---|
| Series: | Discussion paper / The Pensions Institute, Cass Business School, City University. - London : [Verlag nicht ermittelbar], ISSN 1367-580X, ZDB-ID 2160655-9. - Vol. 0603 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003286770