Beyond the VaR
Year of publication: |
2001
|
---|---|
Authors: | Longin, François M. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 8.2001, 4, p. 36-48
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | USA | United States | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
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