Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
| Authors: | Basak, Suleyman ; Shapiro, Alex |
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| Institutions: | Rodney L. White Center for Financial Research, Wharton School of Business |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005657048