From value at risk to stress testing : the extreme value approach
Year of publication: |
2000
|
---|---|
Authors: | Longin, François M. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 24.2000, 7, p. 1097-1130
|
Subject: | Risiko | Risk | Verlust | Loss | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility | Theorie | Theory | Finanzkrise | Financial crisis |
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