Modeling Value at Risk with Factors
Year of publication: |
2009
|
---|---|
Authors: | Barbieri, Angelo |
Other Persons: | Chang, Kelly H. (contributor) ; Dubikovsky, Vladislav (contributor) ; Fox, John (contributor) ; Gladkevich, Alexei (contributor) ; Gold, Carl (contributor) ; Goldberg, Lisa R. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Series: | MSCI Barra Research Paper ; No. 2009-39 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 19, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1509679 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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