Estimating bank trading risk: a factor model approach
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2005
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
11608 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 49 S. graph. Darst. |
Staff View
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV023591670 | ||
| 003 | DE-604 | ||
| 005 | 20100322 | ||
| 007 | t | ||
| 008 | 051214s2005 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)61725478 | ||
| 035 | |a (DE-599)BVBBV023591670 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-521 |a DE-19 | ||
| 050 | 0 | |a HB1.A2 | |
| 100 | 1 | |a O'Brien, James M. |e Verfasser |0 (DE-588)131391682 |4 aut | |
| 245 | 1 | 0 | |a Estimating bank trading risk |b a factor model approach |c James O'Brian ; Jeremy Berkowitz |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2005 | |
| 300 | |a 49 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 11608 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Investment banking |x Econometric models | |
| 650 | 4 | |a Risk management | |
| 700 | 1 | |a Berkowitz, Jeremy |e Verfasser |0 (DE-588)131391836 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 11608 |w (DE-604)BV002801238 |9 11608 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w11608.pdf |z kostenfrei |3 Volltext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016907000 | ||
Record in the Search Index
| _version_ | 1804138249295233024 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | O'Brien, James M. Berkowitz, Jeremy |
| author_GND | (DE-588)131391682 (DE-588)131391836 |
| author_facet | O'Brien, James M. Berkowitz, Jeremy |
| author_role | aut aut |
| author_sort | O'Brien, James M. |
| author_variant | j m o jm jmo j b jb |
| building | Verbundindex |
| bvnumber | BV023591670 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1.A2 |
| callnumber-search | HB1.A2 |
| callnumber-sort | HB 11 A2 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)61725478 (DE-599)BVBBV023591670 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01361nam a2200361zcb4500</leader><controlfield tag="001">BV023591670</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20100322 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">051214s2005 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)61725478</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV023591670</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1.A2</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">O'Brien, James M.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)131391682</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Estimating bank trading risk</subfield><subfield code="b">a factor model approach</subfield><subfield code="c">James O'Brian ; Jeremy Berkowitz</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">49 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">11608</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment banking</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Berkowitz, Jeremy</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)131391836</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">11608</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">11608</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w11608.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016907000</subfield></datafield></record></collection> |
| id | DE-604.BV023591670 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:28Z |
| indexdate | 2024-07-09T21:25:11Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016907000 |
| oclc_num | 61725478 |
| open_access_boolean | 1 |
| owner | DE-521 DE-19 DE-BY-UBM |
| owner_facet | DE-521 DE-19 DE-BY-UBM |
| physical | 49 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | O'Brien, James M. Verfasser (DE-588)131391682 aut Estimating bank trading risk a factor model approach James O'Brian ; Jeremy Berkowitz Cambridge, Mass. National Bureau of Economic Research 2005 49 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 11608 Ökonometrisches Modell Investment banking Econometric models Risk management Berkowitz, Jeremy Verfasser (DE-588)131391836 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 11608 (DE-604)BV002801238 11608 http://papers.nber.org/papers/w11608.pdf kostenfrei Volltext |
| spellingShingle | O'Brien, James M. Berkowitz, Jeremy Estimating bank trading risk a factor model approach National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Investment banking Econometric models Risk management |
| title | Estimating bank trading risk a factor model approach |
| title_auth | Estimating bank trading risk a factor model approach |
| title_exact_search | Estimating bank trading risk a factor model approach |
| title_exact_search_txtP | Estimating bank trading risk a factor model approach |
| title_full | Estimating bank trading risk a factor model approach James O'Brian ; Jeremy Berkowitz |
| title_fullStr | Estimating bank trading risk a factor model approach James O'Brian ; Jeremy Berkowitz |
| title_full_unstemmed | Estimating bank trading risk a factor model approach James O'Brian ; Jeremy Berkowitz |
| title_short | Estimating bank trading risk |
| title_sort | estimating bank trading risk a factor model approach |
| title_sub | a factor model approach |
| topic | Ökonometrisches Modell Investment banking Econometric models Risk management |
| topic_facet | Ökonometrisches Modell Investment banking Econometric models Risk management |
| url | http://papers.nber.org/papers/w11608.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT obrienjamesm estimatingbanktradingriskafactormodelapproach AT berkowitzjeremy estimatingbanktradingriskafactormodelapproach |