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Title: | Beyond Value-at-Risk : GlueVaR Distortion Risk Measures |
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Author: | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
Abstract: | |
Subject(s): | -Bancs -Comptabilitat -Obligacions (Finances) -Risc (Economia) -Borsa de valors -Mercat de futurs -Banks -Accounting -Bonds -Risk -Stock-exchange -Futures market |
Rights: | cc-by-nc-nd, (c) Belles Sampera et al., 2013
http://creativecommons.org/licenses/by-nc-nd/3.0/ |
Document type: | Working Paper |
Published by: | Universitat de Barcelona. Institut de Recerca en Economia Aplicada Regional i Pública |
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