Mind the tail, or risk to fail
Year of publication: |
2019
|
---|---|
Authors: | Gupta, Jairaj ; Chaudhry, Sajid M. |
Published in: |
Journal of business research : JBR. - New York, NY : Elsevier, ISSN 0148-2963, ZDB-ID 189773-1. - Vol. 99.2019, p. 167-185
|
Subject: | Tail risk | Value-at-risk | Downside risk | Expected shortfall | Bankruptcy | Financial distress | Risikomaß | Risk measure | Insolvenz | Insolvency | Risikomanagement | Risk management | Risiko | Risk | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Finanzkrise | Financial crisis | Ausreißer | Outliers |
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