Are conditional Value-at-Risk models justifiable?

Author: Sfetsos A.   Kalyvas L.  

Publisher: Routledge Ltd

ISSN: 1744-6546

Source: Applied Financial Economics Letters, Vol.3, Iss.2, 2007-03, pp. : 129-132

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract