On the appraisal of LVaR throughout the close-out period : an investment management outlook from recent global financial crisis
Mazin A. M. Al Janabi
Year of publication: |
2013
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Authors: | Janabi, Mazin A. M. al |
Published in: |
International journal of management practice : IJMP. - Olney, Bucks : Inderscience Enterprises, ISSN 1477-9064, ZDB-ID 2164926-1. - Vol. 6.2013, 3, p. 248-285
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Subject: | emerging markets | financial engineering | financial risk management | GARCH | GCC financial markets | investment management | LVaR | liquidity-adjusted value-at-risk portfolio management | stress testing | Finanzdienstleistung | Financial services | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Risikomaß | Risk measure | Schwellenländer | Emerging economies |
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