Capturing Tail Risks Beyond VaR
Year of publication: |
2009
|
---|---|
Authors: | Wong, Woon K. ; Fan, Guobin ; Zeng, Yong |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution | Schock | Shock | Risikomanagement | Risk management | Risiko | Risk |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1263949 [DOI] |
Classification: | G11 - Portfolio Choice ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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