On the time scaling af value-at-risk with trading
Jimmy Skoglund; Donald Erdman; Wei Chen
| Year of publication: |
2011
|
|---|---|
| Authors: | Skoglund, Jimmy ; Erdman, Donald ; Chen, Wei |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 5.2011, 4, p. 17-26
|
| Subject: | Portfolio-Management | Portfolio selection | Wirkungsanalyse | Impact assessment | Investitionsentscheidung | Investment decision | Risikomanagement | Risk management | Risikomaß | Risk measure |
| 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/10009422495