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VaR and Omega Measures for Hedge Funds Portfolios: A Copula Approach [extrait BMI 110]
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Auteurs :HENTATI RANIA
Extrait de la revue BMI 110
BMI110-1100519
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Sommaire
Articles
- Comparing the Value Relevance of Earnings and Book Value in IFRS and GAAP Standards
- Credit Risk Evaluation: The Econometric vs the Structural Approach
- The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds
- Corporate Governance and Performance of French Listed Companies
Focus On
- Symmetric vs. Downside Risk Measures in Portfolio Decisions
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Availability: Out of stock
Availability: Out of stock
