Inaccurate value at risk estimations : bad modeling or inappropriate data?
Year of publication: |
2022
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Authors: | Vasileiou, Evangelos |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 3, p. 1155-1171
|
Subject: | Financial risk | Value at risk | Accuracy | Leverage effect | Optimization | Theorie | Theory | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Risiko | Risk | Volatilität | Volatility | Kapitalstruktur | Capital structure |
Description of contents: | Description [doi.org] |
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