Managing portfolio risk using multivariate extreme value methods :: Sawsan Hilal :: Manchester Business School 2013 :: OBNB, the Open British National Bibliography

Publication Data

Title Managing portfolio risk using multivariate extreme value methods
Author Sawsan Hilal
Contributors Ser-Huang Poon, Jonathan Tawn, Manchester Business School
Publisher Manchester Business School
Publication date 2013
Publication location Manchester
Language English

Descriptive Notes

Title from cover.

Topics

Risk management :: Mathematical models
Portfolio management :: Mathematical models

Catalogue Data

OBNB ID GBB498678
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6015195

ISBD

P1053 33 pages
P1042 Includes bibliographical references.

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Managing portfolio risk using multivariate extreme value methods by Sawsan Hilal. Published by Manchester Business School in 2013. Publication and catalogue information, links to buy online and reader comments.