Decomposing portfolio value-at-risk: a general analysis

WGPM Hallerbach

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publicationInnovations in risk management
EditorsPh. Jorion
Place of PublicationLondon
Pages279-301
Number of pages23
Publication statusPublished - 2004

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