Value at risk bounds for portfolios of non-normal returns
Year of publication: |
2002
|
---|---|
Authors: | Luciano, Elisa ; Marena, M. |
Published in: |
New trends in banking management : with 42 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1488-1. - 2002, p. 207-222
|
Subject: | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Theorie | Theory | Welt | World | Risikomaß | Risk measure |
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