Risky Business: A Note on the Current Status of Market Risk Measures

Journal name: 中央大学CGSAフォーラム = CGSA forum : The annual bulletin of Chuo Graduate School of Accounting / 中央大学大学院国際会計研究科編 (1) 2002

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Material Type: 記事
Title: Risky Business: A Note on the Current Status of Market Risk Measures
Author/Editor: Kaoru Ono
Author Heading: Kaoru Ono
Periodical title: 中央大学CGSAフォーラム = CGSA forum : The annual bulletin of Chuo Graduate School of Accounting / 中央大学大学院国際会計研究科編
No. or year of volume/issue: (1) 2002
Issue: 1
Pages: 117～124
Publication date of volume/issue (W3CDTF): 2002
Publication (Periodical Title): 東京 : 中央大学大学院国際会計研究科
Place of Publication (Country Code): JP
Text Language Code: eng
Subject Heading: coherent measures of risk
conditional value at risk
CVaR
value at risk
VaR
worst conditional expectation
WCE
coherent imprecise previsions
NDLC: ZD31
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z71-K178
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 7214013
http://id.ndl.go.jp/bib/7214013
Bibliographic Record Category (NDL): 632