Risikomessung mit Shortfall-Maßen: Das Programm MAMBA - Metzler Asset Management Benchmark Analyser
| Year of publication: |
1996
|
|---|---|
| Authors: | Korn, Olaf ; Schröder, Michael ; Szczesny, Andrea ; Winschel, Viktor |
| Publisher: |
Mannheim : Zentrum für Europäische Wirtschaftsforschung (ZEW) |
| Subject: | Value at Risk | Rendite | Risiko | Messung | PC-Software |
| Series: | ZEW-Dokumentation ; 96-09 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Research Report |
| Language: | German |
| Other identifiers: | hdl:10419/39092 [Handle] RePEc:zbw:zewdok:9609 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010300902