On time-scaling of risk and the square-root-of-time rule
Year of publication: |
2006
|
---|---|
Authors: | Daníelsson, Jón ; Zigrand, Jean-Pierre |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 10, p. 2701-2713
|
Subject: | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure |
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