The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
| Year of publication: |
2002
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|---|---|
| Authors: | Berkelaar, Arjan ; Cumperayot, Phornchanok ; Kouwenberg, Roy |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 8.2002, 2, p. 139-164
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