DocumentCode
9520
Title
STATISTICAL ISSUES IN COHERENT RISK MANAGEMENT
Author
Peter Bloomfield استاد راهنما , Sastry Pantula استاد مشاور , John Seater استاد مشاور , Albert S. Pete Kyle استاد مشاور , Marc Genton استاد مشاور
University
Raleigh North carolina state university
Grade
نامعلوم
Major
PhD )Statistics(
Number of pages
0
Publish Date
2004
Keyword
sensitivity of ES , capital allocation , Value-at-Risk , partial moment , back-testing , Risk management , expected shortfall , Exponential family , optimal weighting , elliptical family
Note
01
Language
انگليسي
Link To Document