Portfolio Value at Risk Bounds

International Transactions in Operational Research

Volumn 9, Issue 5, 2002, Pages 629-641

  Luciano, Elisa ^a   Marena, Marina ^b  

^a UNIVERSITY OF TURIN   (Italy)

^b UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

Dependent risks; Portfolio risk; Value at risk

Indexed keywords

EID: 84992712183     PISSN: 09696016     EISSN: 14753995     Source Type: Journal    
DOI: 10.1111/1475-3995.00378     Document Type: Article

References (0)