Value at risk, market risk and trading activity : CAPM alternative model
Year of publication: |
2011
|
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Authors: | Santosa, Perdana Wahyu ; Laksana, Harry Yusuf |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 1.2011, 4, p. 239-268
|
Subject: | Theorie | Theory | CAPM | Risikomaß | Risk measure | Risiko | Risk |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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