VaR-x: fat tails in financial risk management

Ronald Huisman, CG (Kees) Koedijk, R Pownall

Research output: Contribution to journal › Article › Academic

Research programs

@article{6880132f08be4b4f87751fed3d358202,

title = "VaR-x: fat tails in financial risk management",

author = "Ronald Huisman and Koedijk, {CG (Kees)} and R Pownall",

year = "1998",

language = "Undefined/Unknown",

volume = "1",

pages = "47--62",

journal = "The Journal of Risk",

issn = "1465-1211",

publisher = "Incisive Media Ltd.",

number = "1",

}