Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices

Review of Financial Studies - Tập 14 Số 2 - Trang 371-405 - 2001
Suleyman Basak1, Alexander Shapiro2
1London Business School
2New York University

Tóm tắt

Từ khóa


Tài liệu tham khảo

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