haku: @indexterm LINEAR MODELS / yhteensä: 118
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Tekijä: | Szegö, G. |
Otsikko: | Measures of risk |
Lehti: | Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1253-1272 |
Asiasana: | Risk measurement Risk analysis Linear models |
Kieli: | eng |
Tiivistelmä: | 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