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Risk measures and their practical consequences

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F18%3A00053488" target="_blank" >RIV/61384399:31110/18:00053488 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Risk measures and their practical consequences

  • Original language description

    Main topics of the document: risk measures; VaR; expected shortfall; expectiles

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

    <a href="/en/project/GA18-05244S" target="_blank" >GA18-05244S: Innovative Approaches to Credit Risk Management</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2018

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Managing and Modelling of Financial Risks - 9th International Scientific Conference

  • ISBN

    978-80-248-4225-7

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

    298-305

  • Publisher name

    VŠB - Technical University of Ostrava

  • Place of publication

    Ostrava

  • Event location

    Ostrava

  • Event date

    Sep 5, 2018

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article