Global Financial Risks and Changes in Conditional Value-at-Risk
Year of publication: |
2013
|
---|---|
Authors: | Lim, Kian-Guan |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Welt | World | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Globalisierung | Globalization | Risiko | Risk | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 26, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1917806 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C51 - Model Construction and Estimation ; G10 - General Financial Markets. General ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Extreme Downside Risk and Financial Crises
Harris, Richard D. F., (2015)
-
Tail Risk Protection in Asset Management
Homescu, Cristian, (2014)
-
Malhotra, Yogesh, (2015)
- More ...
-
A theory of IPO pricing with tender prices
Lim, Kian-Guan, (1999)
-
The term structure of S&P 100 model-free volatilities
Lim, Kian-Guan, (2012)
-
On Cointegration and Tests of Forward Market Unbiasedness.
Corbae, Dean, (1992)
- More ...