Risk : an R package for financial risk measures
Stephen Chan, Saralees Nadarajah
| Year of publication: |
2019
|
|---|---|
| Authors: | Chan, Stephen ; Nadarajah, Saralees |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 4, p. 1337-1351
|
| Subject: | Beyond value at risk | Expected shortfall | Value at risk | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection | Messung | Measurement | Risikomanagement | Risk management | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-018-9806-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135135