haku: @indexterm Risk measurement / yhteensä: 141
viite: 13 / 141
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