Value-at-Risk Bounds with Variance Constraints
Year of publication: |
2015
|
---|---|
Authors: | Bernard, Carole |
Other Persons: | Rüschendorf, Ludger (contributor) ; Vanduffel, Steven (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 29, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2342068 [DOI] |
Classification: | C00 - Mathematical and Quantitative Methods. General ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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