Value at risk for portfolios with short positions

Journal of Portfolio Management

Volumn 28, Issue 3, 2002, Pages 73-81

  Chow, George ^a   Kritzman, Mark ^a  

^a Windham Capital Management LLC   (United States)

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EID: 0036000683     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2002.319845     Document Type: Article

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