Beyond VaR: from measuring risk to managing risk
- 20 January 2003
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 10, 163-178
- https://doi.org/10.1109/cifer.1999.771115
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Hot Spots™ and HedgesThe Journal of Portfolio Management, 1996
- Capital Asset Prices: A Theory of Market Equilibrium under Conditions of RiskThe Journal of Finance, 1964
- Portfolio SelectionThe Journal of Finance, 1952