Risk management for equity portfolios of Japanese banks
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 |
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