Anybody can do value at risk : a nonparametric teaching study
Year of publication: |
2012
|
---|---|
Authors: | Cheung, Yun-hsing ; Powell, Robert |
Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 6.2012, 1, p. 111-123
|
Subject: | Financial modelling | value at risk | historical nonparametric value at risk | teaching study | Microsoft Excel | Theorie | Theory | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics | Portfolio-Management | Portfolio selection |
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