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1. Systematic tail risk

   Author: Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist

   Published: December 2016

   Publisher:  Bank of England, [London]

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   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Series:	Staff working paper / Bank of England ; no. 637
   Subjects:	Asset pricing; downside risk; tail risk; co-moments; value at risk; systematic risk
   Scope:	1 Online-Ressource (circa 31 Seiten), Illustrationen