Value at Risk (Rizičnost vrijednosti) Teorija i primjena na međunarodni portfelj instrumenata s fiksn

Dražen Mikulčić
Additional contact information
Dražen Mikulčić: Croatian National Bank, Croatia

No 7, Pregledi from Hrvatska narodna banka, Hrvatska

Keywords: value at risk; prinos; standardna devijacija, korelacija; distribucija dobiti i gubitka, simulacija, tržišni faktori (search for similar items in EconPapers)
Pages: 24
Date: 2001-09-18
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.hnb.hr/documents/20182/121891/p-007.pd ... =1.1&t=1620029111980 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hnb:pregle:7

Access Statistics for this paper

More papers in Pregledi from Hrvatska narodna banka, Hrvatska
Bibliographic data for series maintained by Katja Gattin Turkalj ().