Value at risk models for volatile emerging markets equity portfolios
Year of publication: |
2010
|
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Authors: | Dimitrakopoulos, Dimitris N. ; Kavussanos, Manolis G. ; Spyrou, Spyros I. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 50.2010, 4, p. 515-526
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Subject: | Aktie | Share | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Schwellenländer | Emerging economies | Industrieländer | Industrialized countries | 1995-2003 |
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