Value-at-risk models and option portfolios
by Christine Brown and Rosemary Chan
| Year of publication: |
1999
|
|---|---|
| Authors: | Brown, Christine ; Chan, Rosemary |
| Published in: |
Economic papers : a journal of applied economics and policy. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0812-0439, ZDB-ID 1184385-8. - Vol. 18.1999, 4, p. 107-122
|
| Subject: | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Vorsichtsprinzip | Principle of prudence | Risikomanagement | Risk management | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic papers // Economic Society of Australia |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001440662