Modelling dynamic portfolio risk using risk drivers of elliptical processes:
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Frankfurt am Main
Dt. Bundesbank
2007
|
| Series: | Discussion paper
Series 2, Banking and financial studies ; 2007,7 |
| Online Access: | Volltext |
| Physical Description: | 1 Online-Ressource |
Staff View
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| index_date | 2024-07-02T18:01:58Z |
| indexdate | 2025-02-20T07:18:01Z |
| institution | BVB |
| language | English |
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| physical | 1 Online-Ressource |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series | Discussion paper |
| series2 | Discussion paper : Series 2, Banking and financial studies |
| spellingShingle | Modelling dynamic portfolio risk using risk drivers of elliptical processes Discussion paper |
| title | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_auth | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_exact_search | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_exact_search_txtP | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_full | Modelling dynamic portfolio risk using risk drivers of elliptical processes Rafael Schmidt, Christian Schmieder |
| title_fullStr | Modelling dynamic portfolio risk using risk drivers of elliptical processes Rafael Schmidt, Christian Schmieder |
| title_full_unstemmed | Modelling dynamic portfolio risk using risk drivers of elliptical processes Rafael Schmidt, Christian Schmieder |
| title_short | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
| title_sort | modelling dynamic portfolio risk using risk drivers of elliptical processes |
| url | http://217.110.182.54/download/bankenaufsicht/dkp/200707dkp_b_.pdf |
| volume_link | (DE-604)BV017940023 |
| work_keys_str_mv | AT schmidtrafael modellingdynamicportfolioriskusingriskdriversofellipticalprocesses AT schmiederchristian modellingdynamicportfolioriskusingriskdriversofellipticalprocesses |