Forward-Looking CVaR : An Example of Application to Swiss Equities
Year of publication: |
[2022]
|
---|---|
Authors: | Rrustemi, Jahja ; Tuchschmid, Nils |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4145471 [DOI] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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