An edition of Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach
(2010)
Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach
by Greg N Gregoriou
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
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Business, Finance, NonfictionShowing 1 featured edition. View all 1 editions?
| Edition | Availability |
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1
Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach
2010, McGraw-Hill
eBook
in English
0071732721 9780071732727
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- Created July 1, 2010
- 3 revisions
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| April 30, 2011 | Edited by OCLC Bot | Added OCLC numbers. |
| July 1, 2010 | Edited by ImportBot | Added new cover |
| July 1, 2010 | Created by ImportBot | Imported from marc_overdrive MARC record |