Extreme Value at Risk and Expected Shortfall During Financial Crisis
Year of publication: |
2011
|
---|---|
Authors: | Kourouma, Lancine |
Other Persons: | Dupre, Denis (contributor) ; Sanfilippo, Gilles (contributor) ; Taramasco, Ollivier (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Ausreißer | Outliers |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1744091 [DOI] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Short-selling, leverage and systemic risk
Pais, Amelia, (2013)
-
Mind the Tail, or Risk to Fail
Gupta, Jairaj, (2019)
-
Knaup, Martin, (2013)
- More ...
-
Adding an Ethical Dimension to Portfolio Management
Dupre, Denis, (2003)
-
The Philosophical, Ethical and Economic Foundations of Ethical Investment
Dupre, Denis, (2008)
-
Stocks, bonds and the investment horizon: a test of time diversification on the French market
Sanfilippo, Gilles, (2003)
- More ...