Decomposing portfolio value-at-risk: a general analysis

WGPM Hallerbach

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages27
EditionTinbergen Institute TI99-034/2
Publication statusPublished - 1999

Publication series

SeriesTinbergen Institute
VolumeTI99-034/2

Cite this