Value at Risk and Expected Shortfall for large portfolios
| Autor: | Lönnbark, Carl, Holmberg, Ulf, Brännäs, Kurt |
|---|---|
| Zdroj: | In Finance Research Letters 2011 8(2):59-68 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Lönnbark, Carl, Holmberg, Ulf, Brännäs, Kurt |
|---|---|
| Zdroj: | In Finance Research Letters 2011 8(2):59-68 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect