The risk of stocks in the long run: Unconditional vs. conditional shortfall


Albrecht, Peter ; Maurer, Raimond ; Ruckpaul, Ulla



Document Type: Conference or workshop publication
Year of publication: 2001
Book title: 11. Annual International AFIR Colloquium : September 6 - 7, 2001 Toronto, Canada
Volume: 1
Page range: 39-62
Conference title: 11. AFIR
Location of the conference venue: Toronto, Canada
Date of the conference: 06.-07.09.2001
Publisher: Panjer, Harry
Place of publication: Ottawa
Publishing house: Canadian Inst. of Actuaries
ISBN: 0-9689465-0-1
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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