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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. |
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