Quantifizierung und Analyse des Kapitalbedarfs für Marktpreisrisiken

Huggenberger, Markus

Document Type:	Doctoral dissertation
Year of publication:	2016
Place of publication:	Mannheim
University:	Universität Mannheim
Evaluator:	Albrecht, Peter
Date of oral examination:	15 February 2016
Publication language:	German
Institution:	Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht 1989-2021)
Subject:	330 Economics
Keywords (English):	Risk Capital , Risk Modeling , Value-at-Risk , Expected Shortfall , Capital Allocation , Market Risk
Abstract:	Risikokapital, Risikomodellierung, Marktpreisrisiko
Translation of the title:	Determination and analysis of capital charges for market risk (English)

Dieser Eintrag ist Teil der Universitätsbibliographie.

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