Applying RAROC, Value-at-Risk and Extreme Value Theory to Performance Measurement of Financial Holding Companies.

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707106-050124

Tags

VaR

extreme value theory

RAROC

financial holding company

performance measurement

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0707106-050124
Date	07 July 2006
Creators	Chou, Cheng-Yi
Contributors	Tai Ma, L. Paul Hsueh, Y. Angela Liu
Publisher	NSYSU
Source Sets	NSYSU Electronic Thesis and Dissertation Archive
Language	Cholon
Detected Language	English
Type	text
Format	application/pdf
Source	http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0707106-050124
Rights	withheld, Copyright information available at source archive