Estimating bank trading risk: a factor model approach
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2005
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
11608 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w11608.pdf |
| Umfang: | 49 S. graph. Darst. |
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| id | DE-604.BV023591670 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:23:17Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016907000 |
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| physical | 49 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
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| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | O'Brien, James M. Verfasser (DE-588)131391682 aut Estimating bank trading risk a factor model approach James O'Brian ; Jeremy Berkowitz Cambridge, Mass. National Bureau of Economic Research 2005 49 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 11608 Ökonometrisches Modell Investment banking Econometric models Risk management Berkowitz, Jeremy Verfasser (DE-588)131391836 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 11608 (DE-604)BV002801238 11608 http://papers.nber.org/papers/w11608.pdf kostenfrei Volltext |
| spellingShingle | O'Brien, James M. Berkowitz, Jeremy Estimating bank trading risk a factor model approach National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Investment banking Econometric models Risk management |
| title | Estimating bank trading risk a factor model approach |
| title_auth | Estimating bank trading risk a factor model approach |
| title_exact_search | Estimating bank trading risk a factor model approach |
| title_full | Estimating bank trading risk a factor model approach James O'Brian ; Jeremy Berkowitz |
| title_fullStr | Estimating bank trading risk a factor model approach James O'Brian ; Jeremy Berkowitz |
| title_full_unstemmed | Estimating bank trading risk a factor model approach James O'Brian ; Jeremy Berkowitz |
| title_short | Estimating bank trading risk |
| title_sort | estimating bank trading risk a factor model approach |
| title_sub | a factor model approach |
| topic | Ökonometrisches Modell Investment banking Econometric models Risk management |
| topic_facet | Ökonometrisches Modell Investment banking Econometric models Risk management |
| url | http://papers.nber.org/papers/w11608.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT obrienjamesm estimatingbanktradingriskafactormodelapproach AT berkowitzjeremy estimatingbanktradingriskafactormodelapproach |