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Implied Risk Exposures* - MaRDI portal

Implied Risk Exposures*

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DOI10.1093/ROF/RFU050zbMath1417.91559OpenAlexW3122561985MaRDI QIDQ4554755

Christophe Pérignon, Christophe Hurlin, Sylvain Benoit

Publication date: 9 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfu050

zbMATH Keywords

equity value-at-risk interest rate foreign exchange commodity risks risk exposures

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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