Multivariate extremes at work for portfolio risk management
Eric Bouyé
| Year of publication: |
2002
|
|---|---|
| Authors: | Bouyé, Eric |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 23.2002, 2, p. 125-144
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache In: Finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001702634