Value at risk : does it work in emerging markets?
Year of publication: |
2005
|
---|---|
Authors: | Yu, Chuntao ; Davidson, Bob ; Nurullah, Mohamed |
Published in: |
Risk management in emerging markets. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 1-4039-9153-7. - 2005, p. 137-163
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Schwellenländer | Emerging economies | Finanzmathematik | Mathematical finance | Risikomaß | Risk measure |
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