Value at Risk and Expected Shortfall for large portfolios
Year of publication: |
2011
|
---|---|
Authors: | Lönnbark, Carl ; Holmberg, Ulf ; Brännäs, Kurt |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 8.2011, 2, p. 59-68
|
Subject: | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management |
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