Improving value at risk for non-normal return distributions
Year of publication: |
2002
|
---|---|
Authors: | Nam, Doowoo ; Gup, Benton E. |
Published in: |
Financial risk and financial risk management ; 16. - Amsterdam [u.a.] : Jai Press, ISBN 0-7623-0858-3. - 2002, p. 91-116
|
Subject: | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Theorie | Theory |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Literaturangaben In: Financial risk and financial risk management |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra, (2022)
-
Pun, Chi Seng, (2023)
-
Risk measures and their applications in asset management
Bi̇rbi̇l, Ş. İlker, (2008)
- More ...
-
The financial performance of retailers owning credit card banks
Nam, Doowoo, (2007)
-
Market microstructure : an analysis of bank-specific factors in the retail CD pricing
Gup, Benton E., (2007)
-
Nam, Doowoo, (2000)
- More ...