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The risk of informationless investing: hedge fund performance measurement bias
Weisman, Andrew B., (2003)
Historical VaR, CVaR and ES to Liquidation : 'A New Tool to Measure Risk by Regulators and Fund Managers'
Crousillat, Cesar, (2016)
Value at Risk Methodology for Measuring Performance of Mutual Funds
Sahi, Anu, (2013)
Monetary Policy, Regulation and Volatile Markets
Calverley, John P., (2008)
Calverley, John P.,
An alternative approach to regulation of collective investment schemes: from asset allocation to risk budgeting
Vivoli, Andrea,