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Mathematical Finance

Volumn 12, Issue 1, 2002, Pages 23-43

Principal component value at risk

(4) Brummelhuis, R a Cordoba A b Quintanilla, M c Seco, L c

a UNIVERSITÉ DE REIMS CHAMPAGNE ARDENNE (France)

b UNIVERSIDAD AUTÓNOMA DE MADRID (Spain)

c UNIVERSITY OF TORONTO (Canada)

Author keywords

Asymptotic analysis; Mathematical finance; Risk management

Indexed keywords

EID: 0036002690 PISSN: 09601627 EISSN: None Source Type: Journal
DOI: 10.1111/1467-9965.00002 Document Type: Article

Times cited : (14)

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- Distribution of quadratic forms, I and II
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10
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- M.Sc. thesis
- (1997) An Asymptotic Expansion for Value at Risk
- Quintanilla, M.¹

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- Study of a class of regularizations using Gaussian integrals
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.