booktheque

How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application

Greg N Gregoriou · 2010

איפה לקנות

המחיר באמזון משתנה מדי יום, אז הכי נכון לראות אותו שם ברגע הקנייה.

לצפייה באמזון

על הספר

The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.

פרטי הספר

שנה
2010
שפה
English
הוצאה
McGraw-Hill
מהדורות
1
ISBN
9780071732826

מקור הנתונים: Wikidata

עוד של Greg N Gregoriou

Model Risk in VaR Calculations
Greg N Gregoriou · 2010
Plausible Operational Value-at-Risk Calculations for Management Decision Making
Greg N Gregoriou · 2010
Risk-Managing the Uncertainty in VaR Model Parameters
Greg N Gregoriou · 2010
Cash Flow at Risk: Linking Strategy and Finance
Greg N Gregoriou · 2010
Value-At-Risk–Based Stop-Loss Trading
Greg N Gregoriou · 2010
Risk Aggregation and Computation of Total Economic Capital
Greg N Gregoriou · 2010
The Risk Modeling Evaluation Handbook
Greg N Gregoriou · 2010
Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models
Greg N Gregoriou · 2010
Aggregating and Combining Ratings
Greg N Gregoriou · 2010
Risk Measures and Their Applications in Asset Management
Greg N Gregoriou · 2010