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Chapter 11 Inside Value at Risk
Corelli, Angelo, (2019)
The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc, (2014)
Risk management with weighted VaR
Wei, Pengyu, (2018)
GARCH volatilities applied to an asset selection algorithm : the case of fixed income markets
Corelli, Angelo, (2018)
Understanding financial risk management
Analytical corporate finance