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 |
-
Risk-adjusted performances of world equity indices
Atilgan, Yigit, (2016)
-
Mo, Guoli, (2022)
-
Forecasting value at risk (VaR) for emerging and developed markets
Naimy, Viviane, (2019)
- More ...
-
Default risk in business groups
Luciano, Elisa, (2012)
-
Static versus dynamic longevity-risk hedging
Rosa, Clemente De, (2015)
-
A multivariate jump-driven financial asset model
Luciano, Elisa, (2006)
- More ...