Couco, Domenico; He, Hua; Issaenko, Sergei - 2001
with Risk Limits
Rese
a
r
ch
P
aper
N°
60
F
AME
- Int
ernational Cent
er f
or Financial As
set Management and … Engineering
Domenico CUOCOThe Wharton School
,
University of Pennsylvania
Hua HESchool of Management, Yale UniversitySergei … FINANCIAL ASSET MANAGEMENT AND ENGINEERING
40 bd du Pont d'Arve • P.O. Box 3 • CH-1211 Geneva 4 • tel +41 22 / 312 0961 • fax …