On the new transformation-based approach to value-at-risk : an application to the Indian stock market
Year of publication: |
2008
|
---|---|
Authors: | Samanta, G. P. |
Published in: |
Advances in banking technology and management : impacts of ICT and CRM. - Hershey, Pa. [u.a.] : Information Science Reference, ISBN 1-59904-675-X. - 2008, p. 278-297
|
Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Indien | India |
-
Ali, Asgar, (2022)
-
Chen, Jiusheng, (2023)
-
Chen, Jiusheng, (2023)
- More ...
-
Persistence and stability in a ratio-dependent predator-prey system with delay and harvesting
Maiti, Alakes, (2007)
-
Measuring market risk : an application of Value-at-Risk to select government bonds in India
Samanta, G. P., (2010)
-
Pal, Shilpi, (2015)
- More ...