The Review of Financial Studies - Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
| Year of publication: |
2001
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|---|---|
| Authors: | Basak, Suleyman ; Shapiro, Alexander |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 14.2001, 2, p. 371-406
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