Value-at-Risk-Limitstrukturen zur Steuerung und Begrenzung von Marktrisiken im Aktienbereich
Helmut Beeck; Lutz Johanning; Bernd Rudolph
| Alternative title: | Market risk budgeting with value-at-risk-limits for linear positions |
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| Year of publication: |
1999
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| Authors: | Beeck, Helmut ; Johanning, Lutz ; Rudolph, Bernd |
| Published in: |
OR-Spektrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 1465994-3. - Vol. 21.1999, 1/2, p. 259-286
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| Subject: | Bankrisiko | Bank risk | Risikomanagement | Risk management | Spekulation | Speculation | Theorie | Theory | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance |
| Extent: | Graph. Darst |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Notes: | Zsfassung in engl. Sprache In: OR Spektrum |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001411570