Back to Search Start Over

Incremental value-at-risk

Authors :
Peter Mitic
James C. Cooper
Nicholas Bloxham
Source :
The Journal of Risk Model Validation. 14
Publication Year :
2020
Publisher :
Infopro Digital Services Limited, 2020.

Subjects

Subjects :
Economics and Econometrics
Applied Mathematics
Modeling and Simulation
Econometrics
Original research
Finance
Value at risk
Central limit theorem
Mathematics
Operational risk

Details

ISSN :
17539579
Volume :
14
Database :
OpenAIRE
Journal :
The Journal of Risk Model Validation
Accession number :
edsair.doi...........54469f44a3fbd79fd30539110a1f9c13
Full Text :
https://doi.org/10.21314/jrmv.2020.216
Full Text Access
View/download PDF

Tools

Authors Abstract Subjects Details