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isPartOf:"Review of financial economics : RFE"
subject:"Risk measure"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of production research"
~person:"Klopfenstein, Olivier"
~person:"Lu, Chiuling"
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Review of financial economics : RFE
Finance and stochastics
International journal of production research
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Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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2
Applying VaR to REITs : a comparison of alternative methods
Lu, Chiuling
;
Wu, Sheng-ching
;
Ho, Lan-chih
- In:
Review of financial economics : RFE
18
(
2009
)
2
,
pp. 97-102
Persistent link: https://www.econbiz.de/10003901002
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