Multidimensional risk and risk dependence
Arnold Polanski; Evarist Stoja; Ren Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Polanski, Arnold ; Stoja, Evarist ; Zhang, Ren |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 8, p. 3286-3294
|
| Subject: | Multiple sources of risk | Multidimensional value at risk | Risk distribution | Dependence in risk | Systemic risk | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Risiko | Risk | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| 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/10009782155