Risk Measures for Investment Values and Returns Based on Skewed-Heavy Tailed Distributions : Analytical Derivations and Comparison
Year of publication: |
[2020]
|
---|---|
Authors: | Theodossiou, Panayiotis |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Derivat | Derivative | Risiko | Risk | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Messung | Measurement | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 5, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3194196 [DOI] |
Classification: | G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Fixing Risk Neutral Risk Measures
Stein, Harvey J., (2017)
-
On the Coherence of VAR Risk Measures for Levy Stable Distributions
Sy, Wilson N., (2015)
-
On the Measurement of Economic Tail Risk
Kou, Steven, (2015)
- More ...
-
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
Theodossiou, Panayiotis, (2007)
-
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
Theodossiou, Panayiotis, (2007)
-
Theodossiou, Panayiotis, (2020)
- More ...