Estimating bank trading risk : a factor model approach
Year of publication: |
2006
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Authors: | O'Brien, James ; Berkowitz, Jeremy |
Published in: |
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]. - Chicago, Ill. [u.a.] : Univ. of Chicago Press, ISBN 978-0-226-09285-0. - 2006, p. 59-101
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Subject: | Bank | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | USA | United States |
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