Systematic tail risk
Richard D. F. Harris, Linh H. Nguyen and Evarist Stoja
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Harris, Richard D. F. ; Nguyen, Linh ; Stoja, Evarist |
| Publisher: |
[London] : Bank of England |
| Subject: | Asset pricing | downside risk | tail risk | co-moments | value at risk | systematic risk | Risikomaß | Risk measure | Risiko | Risk | CAPM | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
|---|---|
| Series: | Staff working papers / Bank of England. - London : [Verlag nicht ermittelbar], ZDB-ID 2833500-4. - Vol. no. 637 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011581609