Verfahren zur Value-at-Risk-Berechnung
von Stefan Huschens
| Year of publication: |
1999
|
|---|---|
| Authors: | Huschens, Stefan |
| Publisher: |
Dresden : Professoren der Fachgruppe Quantitative Verfahren |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Maßzahl | Statistical measures | Varianzanalyse | Analysis of variance |
| Extent: | 30 Bl |
|---|---|
| Series: | Dresdner Beiträge zu quantitativen Verfahren. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., ISSN 0945-4802, ZDB-ID 2289789-6. - Vol. 29 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001425947