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

WGPM Hallerbach, H Grootveld

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages34
EditionErasmus Center for Financial Research 200
Publication statusPublished - 2000

Publication series

SeriesErasmus Center for Financial Research
Volume200

Research programs

  • EUR ESE 08

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