Forecasting portfolio risk in normal and stressed markets
Vineer Bhansali; Mark B. Wise
| Year of publication: |
2004
|
|---|---|
| Authors: | Bhansali, Vineer ; Wise, Mark B. |
| Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 353-371
|
| Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Stress | Work stress |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002600439