Risk management for equity portfolios of Japanese banks
Akira Ieda and Toshikazu Ohba
| Year of publication: |
1999
|
|---|---|
| Authors: | Ieda, Akira ; Ohba, Toshikazu |
| Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 17.1999, 2, p. 91-117
|
| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Schätzung | Estimation | Japan | 1992-1997 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Monetary and economic studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001402196