| Original language | Undefined/Unknown |
|---|---|
| Title of host publication | Innovations in risk management |
| Editors | Ph. Jorion |
| Place of Publication | London |
| Pages | 279-301 |
| Number of pages | 23 |
| Publication status | Published - 2004 |
Research programs
- EUR ESE 08
Decomposing portfolio value-at-risk: a general analysis
WGPM Hallerbach
Research output: Chapter/Conference proceeding › Chapter › Academic