How accurate are value-at-risk models at commercial banks?
Year of publication: |
2002
|
---|---|
Authors: | Berkowitz, Jeremy ; O'Brien, James |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 57.2002, 3, p. 1093-1111
|
Subject: | Portfolio-Management | Portfolio selection | Bank | Schätzung | Estimation | USA | United States | Risikomaß | Risk measure |
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