Assessing the Risk of Trading Books Empirically: Does the Choice of a Risk Measure Matter

Hahn C, Pfingsten A, Wagner P

Publication type

Research article (book contribution)

Peer reviewed

Yes

Publication status

Published

Year

2001

Book title

e-Finance: Innovative Problemlösungen für Informationssysteme in der Finanzwirtschaft

Editor

Buhl H.-U, Kreyer N, Steck W

Pages range

275-294

Publisher

Springer Verlag

Place

Berlin, Heidelberg, New York

Language

English