CATERING FOR AN EVENT - A remedy for one of value-at-risk's shortcomings: its inability to handle event risk.
| Year of publication: |
1997
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|---|---|
| Authors: | Zangari, Peter |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 7, p. 34-36
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