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~person:"Boffey, R. R."
~person:"Satchell, Stephen"
~subject:"Risk measure"
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The ultimate trade-off
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Peas in a pod : Canadian and Australian banks before and during a Global Financial Crisis
Allen, David E.
;
Boffey, R. R.
;
Powell, Robert
-
2011
Persistent link: https://www.econbiz.de/10009410482
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A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
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