Value-at-risk-based risk management: Optimal policies and asset prices

Review of Financial Studies

Volumn 14, Issue 2, 2001, Pages 371-405

  Basak, Suleyman ^a   Shapiro, Alexander ^b  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035592442     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/14.2.371     Document Type: Article

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