What's new in value-at-risk? A selective survey

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish (US)
Title of host publicationGlobal Risk Management
Subtitle of host publicationFinancial, Operational, and Insurance Strategies
Number of pages23
StatePublished - 2002
Externally publishedYes

Publication series

NameInternational Finance Review
ISSN (Print)1569-3767

ASJC Scopus subject areas

  • Finance

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