Alternative Links zum Volltext:Verlag
Zusammenfassung
The accurate measurement and effective control of financial risk are of crucial importance to risk managers and regulators. However, risk measures are potentially affected by errors in the estimation of model parameters from limited samples, leading to parameter risk. The key contribution of this paper is the formulation of a general framework to hedge this parameter risk. Applying the new ...
Nur für Besitzer und Autoren: Kontrollseite des Eintrags
Weitere Literatur (mittels CORE)