VAR Without Correlations for Portfolios of Derivative Securities
Year of publication: |
2012
|
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Authors: | Giannopoulos, Kostas |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Derivat | Derivative | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Schätzung | Estimation | Großbritannien | United Kingdom |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 1998 erstellt Volltext nicht verfügbar |
Classification: | G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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