Value-at-risk levels implied by risk estimators drawn from historical data
Year of publication: |
2010
|
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Authors: | Herzberg, Frederik |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 4.2010/11, 3, p. 3-26
|
Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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