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

WGPM Hallerbach, H Grootveld

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Risk measures for the 21st century
Editors	G. Szegö
Place of Publication	New York
Publisher	John Wiley & Sons Inc.
Pages	33-50
Number of pages	18
ISBN (Print)	0470861541
Publication status	Published - 2004

Research programs

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

author = "WGPM Hallerbach and H Grootveld",

year = "2004",

language = "Undefined/Unknown",

isbn = "0470861541",

pages = "33--50",

editor = "G. Szeg{\"o}",

booktitle = "Risk measures for the 21st century",

publisher = "John Wiley \& Sons Inc.",

address = "United States",

}