Extended Value at Risk (EVaR) Measure for Market Risk
Year of publication: |
2011
|
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Authors: | Chaudhury, Mo |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 12, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1809801 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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