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~person:"Hallerbach, Winfried G."
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Value-at-Risk
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Hallerbach, Winfried G.
Furtado, Bernardo Alves
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Decomposing Portfolio Value-at-Risk: A General Analysis
Hallerbach, Winfried G.
-
1999
degree of
non-linearity
of the instruments comprised in the portfolio and thewillingness to make restrictive assumptions on …
Persistent link: https://www.econbiz.de/10010324653
Saved in:
2
Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G.
-
1999
-
This rev.: May 10, 1999
degree of
non-linearity
of the instruments comprised in the portfolio and thewillingness to make restrictive assumptions on …
Persistent link: https://www.econbiz.de/10011301159
Saved in:
3
Decomposing Portfolio Value-at-Risk: A General Analysis
Hallerbach, Winfried G.
-
Tinbergen Institute
-
1999
the degree of
non-linearity
of the instruments comprised in the portfolio and the willingness to make restrictive …
Persistent link: https://www.econbiz.de/10005144576
Saved in:
4
Decomposing Portfolio Value-at-Risk: A General Analysis
Hallerbach, Winfried G.
-
Tinbergen Instituut
-
1999
degree of
non-linearity
of the instruments comprised in the portfolio and thewillingness to make restrictive assumptions on …
Persistent link: https://www.econbiz.de/10011256282
Saved in:
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