Intra-Horizon Risk Measures and Management
博士 === 國立政治大學 === 財務管理研究所 === 99 === Traditional risk measures, such as Value-at-Risk and Expected Shortfall, generally estimated only the possible losses at the end of the holding period, but ignored the risks before the end of the time horizon. However, from the experiences of recent financial cr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5g5c5k |