Author: Wong Max
Publisher: Henry Stewart Publications
ISSN: 1752-8887
Source: Journal of Risk Management in Financial Institutions, Vol.5, Iss.1, 2011-12, pp. : 86-95
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Stress testing for VaR and CVaR
Quantitative Finance, Vol. 7, Iss. 4, 2007-08 ,pp. :
VaR limits for pension funds: an evaluation
By Berstein Solange M. Chumacero Rómulo A.
Quantitative Finance, Vol. 12, Iss. 9, 2012-09 ,pp. :