Modelling dynamic portfolio risk using risk drivers of elliptical processes:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2007
|
| Schriftenreihe: | Discussion paper
Series 2, Banking and financial studies ; 2007,7 |
| Schlagworte: | |
| Beschreibung: | 33 S. graph. Darst. |
Internformat
MARC
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| 245 | 1 | 0 | |a Modelling dynamic portfolio risk using risk drivers of elliptical processes |c Rafael Schmidt ; Christian Schmieder |
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| 650 | 7 | |a Risiko |2 swd | |
| 650 | 7 | |a Stochastisches Modell |2 swd | |
| 650 | 7 | |a Volatilität |2 swd | |
| 700 | 1 | |a Schmidt, Rafael |e Sonstige |4 oth | |
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Datensatz im Suchindex
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| id | DE-604.BV022752048 |
| illustrated | Illustrated |
| index_date | 2024-07-02T18:31:12Z |
| indexdate | 2024-07-09T21:05:18Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015957757 |
| oclc_num | 184844836 |
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| owner | DE-12 |
| owner_facet | DE-12 |
| physical | 33 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series | Discussion paper |
| series2 | Discussion paper : Series 2, Banking and financial studies |
| spelling | Modelling dynamic portfolio risk using risk drivers of elliptical processes Rafael Schmidt ; Christian Schmieder Frankfurt am Main Dt. Bundesbank 2007 33 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper : Series 2, Banking and financial studies 2007,7 Portfoliomanagement swd Risiko swd Stochastisches Modell swd Volatilität swd Schmidt, Rafael Sonstige oth Schmieder, Christian 1976- Sonstige (DE-588)130289973 oth Discussion paper Series 2, Banking and financial studies ; 2007,7 (DE-604)BV017940023 2007,7 |
| spellingShingle | Modelling dynamic portfolio risk using risk drivers of elliptical processes Discussion paper Portfoliomanagement swd Risiko swd Stochastisches Modell swd Volatilität swd |
| 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 |
| topic | Portfoliomanagement swd Risiko swd Stochastisches Modell swd Volatilität swd |
| topic_facet | Portfoliomanagement Risiko Stochastisches Modell Volatilität |
| volume_link | (DE-604)BV017940023 |
| work_keys_str_mv | AT schmidtrafael modellingdynamicportfolioriskusingriskdriversofellipticalprocesses AT schmiederchristian modellingdynamicportfolioriskusingriskdriversofellipticalprocesses |