Trading portfolio risk management in banking

Trading portfolio risk management in banking

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The scientific problem of the dissertation is search of adequacy of the trading portfolio risk management methods and models to the current economic, technological, and informational circumstances of financial institutions. The main features of science novelty characteristic to this research are the...

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Bibliographic Details
Main Author: Dzikevičius, Audrius
Other Authors: Štreimikienė, Dalia
Format: Doctoral Thesis
Language:English
Published: Lithuanian Academic Libraries Network (LABT) 2006
Subjects:
Economics
Portfelio rizika
Vertinimas koreguotas pagal riziką
Nepastovumo bei kovariacijų prognozavimas
Rizikos vertė
Portfolio risk
Value at Risk
Forecasting volatility and covariances
Risk-adjusted valuation
Online Access:http://vddb.library.lt/fedora/get/LT-eLABa-0001:E.02~2006~D_20060404_150317-58493/DS.005.1.02.ETD

Internet

http://vddb.library.lt/fedora/get/LT-eLABa-0001:E.02~2006~D_20060404_150317-58493/DS.005.1.02.ETD

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