Market risk budgeting with value-at-risk-limits for linear positions (Q1283726)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Market risk budgeting with value-at-risk-limits for linear positions |
scientific article; zbMATH DE number 1271001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market risk budgeting with value-at-risk-limits for linear positions |
scientific article; zbMATH DE number 1271001 |
Statements
Market risk budgeting with value-at-risk-limits for linear positions (English)
0 references
30 June 1999
0 references
value-at-risk
0 references
value-at-risk-limit
0 references
square root of time rule
0 references
