Subadditivity re-examined : the case for value-at-risk
Jón Daníelsson; Bjørn N. Jorgensen; Sarma Mandira; Gennady Samorodnitsky; Casper G. de Vries
| Year of publication: |
Oct. 2005
|
|---|---|
| Authors: | Daníelsson, Jón ; Jorgensen, Bjorn N. ; Mandira, Sarma ; Samorodnitsky, Gennady ; Vries, Casper G. de |
| Publisher: |
London : LSE Financial Markets Group |
| Subject: | Risikomaß | Risk measure | Schätzung | Estimation |
| Extent: | Online-Ressource, 20 S., Text |
|---|---|
| Series: | Discussion paper / LSE Financial Markets Group. - London : [Verlag nicht ermittelbar], ISSN 0956-8549, ZDB-ID 2240655-4. - Vol. 549 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003358396