Measuring market risk for financial assets with moderate tail fatness : the case of global government bond portfolios
Dimitris Dimitrakopoulos and Spyros Spyrou
| Year of publication: |
2009
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|---|---|
| Authors: | Dimitrakopoulos, Dimitris ; Spyrou, Spyros I. |
| Published in: |
International journal of decision sciences, risk and management. - Genève : Inderscience, ISSN 1753-7169, ZDB-ID 2512276-9. - Vol. 1.2009, 3/4, p. 199-212
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| Subject: | Riskmetrics | Risikomaß | Risk measure | Monte-Carlo-Simulation | Monte Carlo simulation | Ausreißer | Outliers | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Schätzung | Estimation | 1993-2008 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003944120