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~person:"Oxelheim, Lars"
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Oxelheim, Lars
Andrén, Niclas
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Exposure-Based
Cash-Flow-at-Risk
for Value-Creating Risk Management under Macroeconomic Uncertainty
Andrén, Niclas
;
Jankensgård, Håkan
;
Oxelheim, Lars
-
2010
approach - exposure-based
cash-flow-at-risk
- to calculating a firm's downside risk conditional on the firm's exposure to non …
Persistent link: https://www.econbiz.de/10010320401
Saved in:
2
Exposure-Based
Cash-Flow-at-Risk
for Value-Creating Risk Management under Macroeconomic Uncertainty
Andrén, Niclas
;
Jankensgård, Håkan
;
Oxelheim, Lars
-
Institutet för Näringslivsforskning (IFN)
-
2010
approach – exposure-based
cash-flow-at-risk
– to calculating a firm's downside risk conditional on the firm's exposure to non …
Persistent link: https://www.econbiz.de/10008553046
Saved in:
3
Exposure-based
Cash-Flow-at-Risk
under Macroeconomic Uncertainty
Andrén, Niclas
;
Jankensgård, Håkan
;
Oxelheim, Lars
-
2005
In this paper we derive an exposure-based measure of
Cash-Flow-at-Risk
(CFaR). Existing approaches to calculating CFaR …
Persistent link: https://www.econbiz.de/10010320137
Saved in:
4
Exposure-based
Cash-Flow-at-Risk
under Macroeconomic Uncertainty
Andrén, Niclas
;
Jankensgård, Håkan
;
Oxelheim, Lars
-
Institutet för Näringslivsforskning (IFN)
-
2005
In this paper we derive an exposure-based measure of
Cash-Flow-at-Risk
(CFaR). Existing approaches to calculating CFaR …
Persistent link: https://www.econbiz.de/10005645295
Saved in:
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