메뉴 건너뛰기




Volumn 25, Issue SUPPL., 1999, Pages 88-97

A new analytical approach to value at risk: Improves accuracy and reduces time requirements

Author keywords

[No Author keywords available]

Indexed keywords


EID: 20144367343     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1999.319706     Document Type: Article
Times cited : (6)

References (3)
  • 1
    • 85008765609 scopus 로고    scopus 로고
    • An overview of value at risk
    • Spring
    • Duffie, Darrell, and Jun Pan. "An Overview of Value at Risk." Journal of Derivatives, 4, No. 3 (Spring 1997).
    • (1997) Journal of Derivatives , vol.4 , Issue.3
    • Duffie, D.1    Pan, J.2
  • 2
    • 1642365351 scopus 로고    scopus 로고
    • A multidimensional framework for risk analysis
    • July-August
    • Fong, H. Gifford, and Oldrich Vasicek. "A Multidimensional Framework for Risk Analysis." Financial Analysts Journal, July-August 1997.
    • (1997) Financial Analysts Journal
    • Fong, H.G.1    Vasicek, O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.