Contrasting broadly adopted model-based portfolio risk measures with current market conditions
The last two years have seen the most volatile financial markets for decades with steep losses in asset values and a deteriorating world economy. The insolvency of several banks and their negative impact on the economy has led to criticism of their risk management systems for not being adequate and...
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| Format: | Others |
| Language: | English |
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Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag
2009
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9824 |