A REMARK CONCERNING VALUE-AT-RISK (Q3580183)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5769229
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A REMARK CONCERNING VALUE-AT-RISK |
scientific article; zbMATH DE number 5769229 |
Statements
A REMARK CONCERNING VALUE-AT-RISK (English)
0 references
11 August 2010
0 references
value-at-risk
0 references
Basel committee
0 references
``factor 3'' rule
0 references
``square root of time'' rule
0 references
0.8990969
0 references
0.87757957
0 references
0 references
0.86800855
0 references
0 references
