Upgrading value-at-risk from diagnostic metric to decision variable: a wise thing to do?

WGPM Hallerbach, H Grootveld

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publicationRisk measures for the 21st century
EditorsG. Szegö
Place of PublicationNew York
PublisherJohn Wiley & Sons Inc.
Number of pages18
ISBN (Print)0470861541
Publication statusPublished - 2004

Research programs

  • EUR ESE 08

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