VaR: A Tool to Measure Leverage Risk

Journal of Portfolio Management

Volumn , Issue SPEC ISS., 2003, Pages 62-65

  Gordon, Jacques N ^a   Tse, Elysia Wai Kuen ^a  

^a LaSalle Investment Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0141941633     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2003.319907     Document Type: Review

References (3)

1. Anson, Mark, and Susan Hudson-Wilson. "Should One Use Leverage in a Private Equity Real Estate Portfolio?" The Journal of Portfolio Management Special Real Estate Issue 2003, pp. 58-65.
2. Butler, Cormac. Mastering Value at Risk. Englewood Cliffs, NJ: Prentice-Hall, 1999.
3. Simons, Katerina. "The Use of Value at Risk by Institutional Investors." New England Economic Review, November 2001.