Value-at-risk-based risk management: optimal policies and asset prices
| Year of publication: |
2013
|
|---|---|
| Authors: | Basak, S ; Shapiro, A |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 14.2013, 2 (8.5.), p. 371-370
|