VAR without correlations for portfolios of derivative securities
Year of publication: |
1999
|
---|---|
Authors: | Barone-Adesi, Giovanni ; Giannopoulos, Kostas ; Vosper, Les |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 5, p. 583-602
|
Subject: | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Derivat | Derivative | Schätzung | Estimation | Theorie | Theory | Großbritannien | United Kingdom | 1994-1995 |
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