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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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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
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e-ISSN
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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
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