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Year of Publication
DC Field
Value
Language
dc.contributor.author
Aussenegg, Wolfgang
-
dc.contributor.author
Cech, Christian
-
dc.date.accessioned
2023-02-22T11:51:27Z
-
dc.date.available
2023-02-22T11:51:27Z
-
dc.date.issued
2022-12-11
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dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Aussenegg, W., & Cech, C. (2022). <i>The accuracy of simple copula models in market risk estimates: A mixed asset portfolio approach</i>. http://hdl.handle.net/20.500.12708/154278</div> </div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/154278
-
dc.language.iso
en
-
dc.subject
Mixed asset portfolio risk, Financial correlation, Copula, Method-of-moments, Value-at-Risk
-
dc.title
The accuracy of simple copula models in market risk estimates: A mixed asset portfolio approach
en
dc.type
Report
en
dc.type
Bericht
de
dc.contributor.affiliation
University of Applied Sciences bfi Vienna
-
dc.type.category
Working Paper
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C6
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Modeling and Simulation
-
tuw.researchTopic.value
80
-
tuw.researchTopic.value
20
-
tuw.publication.orgunit
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
20
-
wb.sciencebranch.value
70
-
wb.sciencebranch.value
10
-
item.openairetype
Report
-
item.openairetype
Bericht
-
item.grantfulltext
none
-
item.cerifentitytype
Publications
-
item.cerifentitytype
Publications
-
item.languageiso639-1
en
-
item.openairecristype
http://purl.org/coar/resource_type/c_18cf
-
item.openairecristype
http://purl.org/coar/resource_type/c_18cf
-
item.fulltext
no Fulltext
-
crisitem.author.dept
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling
-
crisitem.author.dept
University of Applied Sciences bfi Vienna
-
crisitem.author.parentorg
E330 - Institut für Managementwissenschaften
-
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