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Selecting Value-at-Risk methods according to their hidden characteristics.

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Title: Selecting Value-at-Risk methods according to their hidden characteristics.
Authors: Kalyvas, Lampros1 lkalvvas@bankofgreece.gr, Dritsakis, Nikolaos2 drits@uom.gr, Siriopoulos, Costas3 siriopoulos@eap.gr, Grose, Chris4 grose@compucon.gr
Source: Operational Research. May2004, Vol. 4 Issue 2, p167-189. 23p.
Database: Business Source Ultimate
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An: 49388140
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PubType: Academic Journal
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        Value: 10.1007/BF02943608
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        Text: English
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