VaR-X: Fat Tails in Financial Risk Management

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	The Value at Risk Reference: Key Issues in the Implementation of Market Risk
Editors	J. Danielsson
Place of Publication	London
Pages	383-400
Number of pages	18
Publication status	Published - 2007
Externally published	Yes

Cite this

@inbook{9cf2fb3df071489286a809570b7e7f06,

title = "VaR-X: Fat Tails in Financial Risk Management",

author = "Ronald Huisman and K Koedijk and R Pownall",

year = "2007",

language = "English",

isbn = "9781904339816",

pages = "383--400",

editor = "J. Danielsson",

booktitle = "The Value at Risk Reference: Key Issues in the Implementation of Market Risk",

}