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Implied Risk Exposures* - MaRDI portal

Implied Risk Exposures* (Q4554755)

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scientific article; zbMATH DE number 6975932
Language Label Description Also known as
English
Implied Risk Exposures*
scientific article; zbMATH DE number 6975932

    Statements

    title
    Implied Risk Exposures* (English)
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    author
    Sylvain Benoit
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    Christophe Hurlin
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    Christophe Pérignon
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    publication date
    9 November 2018
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    zbMATH Keywords
    value-at-risk
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    equity
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    interest rate
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    foreign exchange
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    commodity risks
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    risk exposures
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    Identifiers

    zbMATH DE Number
    6975932
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    OpenAlex ID
    W3122561985
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    DOI
    10.1093/ROF/RFU050
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