The role of contagion and integration in risk management measures
Jaime de Jesus Filho, Paulo Matos, and Ronald Fonseca
| Year of publication: |
2023
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|---|---|
| Authors: | Jesus Filho, Jaime de ; Matos, Paulo ; Fonseca, Ronald |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 24.2023, 5, p. 1111-1128
|
| Subject: | Value at Risk | Time-varying moments | Laplace and Hyperbolic secant distributions | Cross-effects | Risikomanagement | Risk management | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150920933857 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432633