search query: @indexterm RISK MEASUREMENT / total: 141
reference: 13 / 141
Author: | Szegö, G. |
Title: | Measures of risk |
Journal: | Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1253-1272 |
Index terms: | Risk measurement Risk analysis Linear models |
Language: | eng |
Abstract: | The condition under which the classical measures of risk like the mean, the linear correlation coefficient and VaR can be used are discussed. The problems connected with co-dependence are outlined. |
SCIMA