Value at risk under heterogeneous investment horizons and spatial relations
Viviana Fernandez
| Year of publication: |
2009
|
|---|---|
| Authors: | Fernández, Viviana |
| Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 463-483
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Risikomaß | Risk measure | Zustandsraummodell | State space model | Panel | Panel study | Brasilien | Brazil | Chile | Mexiko | Mexico | 1997-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827101