Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal
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More about this item
KeywordsValue at Risk (VaR); Modelos factoriales; Gestión de riesgo.;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-03-22 (All new papers)
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