Forward-Looking Tail Risk Measures


Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti



Document Type: Conference presentation
Year of publication: 2017
Conference title: IFABS 2017 Oxford Conference
Location of the conference venue: Oxford, Great Britain
Date of the conference: 15.-17.07.2017
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht 1989-2021)
Außerfakultäre Einrichtungen > Institut für Versicherungswissenschaft
Subject: 330 Economics







Metadata export


Citation


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item