Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
von Manrico Glauser
| Year of publication: |
2003
|
|---|---|
| Authors: | Glauser, Manrico |
| Subject: | Aktienmarkt | Stock market | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Schweiz | Switzerland | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Messung | Marktrisiko | Kopula <Mathematik> |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXII, 290 S graph. Darst 1 CD-ROM 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | German |
| Thesis: | Freiburg/Schweiz, Univ., Diss., 2003 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002397745