From value at risk to stress testing : the extreme value approach
François M. Longin
| Year of publication: |
1999
|
|---|---|
| Authors: | Longin, François M. |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Risiko | Risk | Verlust | Loss | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility | Theorie | Theory | Finanzkrise | Financial crisis |
| Extent: | 52 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 2161 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013422797