VaR-X: Fat Tails in Financial Risk Management

Ronald Huisman, K Koedijk, R Pownall

Research output: Chapter/Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationThe Value at Risk Reference: Key Issues in the Implementation of Market Risk
EditorsJ. Danielsson
Place of PublicationLondon
Number of pages18
Publication statusPublished - 2007
Externally publishedYes

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