The hidden risk of optimizing bond portfolios under VaR
Peter Winker; Dietmar Maringer
| Year of publication: |
2007
|
|---|---|
| Authors: | Winker, Peter ; Maringer, Dietmar G. |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 9.2006/07, 4, p. 1-19
|
| Subject: | Risikomaß | Risk measure | Anleihe | Bond | Portfolio-Investition | Foreign portfolio investment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003648357