Value-at-risk: uses and abuses
Year of publication: |
2005
|
---|---|
Authors: | Culp, Christopher L. ; Miller, Merton H. ; Neves, Andrea M. P. |
Published in: |
Corporate risk : strategies and management. - London : Risk, ISBN 1-904339-98-0. - 2005, p. 239-253
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risikomaß | Risk measure |
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