Measuring potential market risk
Year of publication: |
2010
|
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Authors: | Bask, Mikael |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 6.2010, 3, p. 180-186
|
Subject: | Portfolio-Management | Portfolio selection | Marktrisiko | Market risk | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Messung | Measurement | Theorie | Theory |
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