"Beyond VaR: parametric and simulation-based risk management tools."

Helmut Mausser, Dan Rosen (1999)

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DOI: 10.1109/CIFER.1999.771114

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Helmut Mausser, Dan Rosen:
Beyond VaR: parametric and simulation-based risk management tools. CIFEr 1999: 159-162

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