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| Tekijä: | Danielsson, J. Jorgensen, B. N. Vries, C. G. de |
| Otsikko: | Incentives for effective risk management |
| Lehti: | Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1407-1425 |
| Asiasana: | Portfolio selection Benchmarking Value-at-risk Poisson distribution Risk management |
| Kieli: | eng |
| Tiivistelmä: | The authors focus on the implications of different risk measurement techniques and portfolio optimisation strategies in presence of markets subject to periods of severe instability, resulting in significant deviations of financial returns from the Normality assumption typically adopted in mainstream finance. |
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