The VAR Implementation Handbook, Chapter 13 - Value at Risk for High-Dimensional Portfolios

A Dynamic Grouped t-Copula Approach

Business & Finance, Finance & Investing, Investments & Securities
Cover of the book The VAR Implementation Handbook, Chapter 13 - Value at Risk for High-Dimensional Portfolios by Greg N. Gregoriou, McGraw-Hill Education
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Author: Greg N. Gregoriou ISBN: 9780071732727
Publisher: McGraw-Hill Education Publication: February 19, 2009
Imprint: McGraw-Hill Language: English
Author: Greg N. Gregoriou
ISBN: 9780071732727
Publisher: McGraw-Hill Education
Publication: February 19, 2009
Imprint: McGraw-Hill
Language: English
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.

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