Back-testing market risk models
Kevin Dowd
| Year of publication: |
2008
|
|---|---|
| Authors: | Dowd, Kevin |
| Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 93-99
|
| Subject: | Theorie | Theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003765458