Evaluating value at risk methodologies : accuracy versus computational time
Year of publication: |
1997
|
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Authors: | Pritsker, Matthew |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 12.1997, 2, p. 201-242
|
Subject: | Risiko | Risk | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory |
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