Value-at-Risk-Limitstrukturen zur Steuerung und Begrenzung von Marktrisiken im Aktienbereich
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References listed on IDEAS
- Bruce D. Grundy & Zvi Wiener, "undated". "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers 11-96, Wharton School Rodney L. White Center for Financial Research.
- repec:bpj:zfbrbw:v:8:y:1996:i:4:p:287-303:n:3 is not listed on IDEAS
- Darryll Hendricks, 1996. "Evaluation of value-at-risk models using historical data," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 39-69.
- Christopher James, 1996. "RAROC Based Capital Budgeting and Performance Evaluation: A Case Study of Bank Capital Allocation," Center for Financial Institutions Working Papers 96-40, Wharton School Center for Financial Institutions, University of Pennsylvania.
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