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Risk budgeting : portfolio problem solving with value-at-risk
Pearson, Neil D. - 2002
Persistent link: https://www.econbiz.de/10001603413
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VaR : the state to play
Pearson, Neil D.; Smithson, Charles Wayne - In: Review of financial economics : RFE 11 (2002) 3, pp. 175-189
Persistent link: https://www.econbiz.de/10001720504
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Using value-at-risk to control risk taking: how wrong can you be?
Ju, Xiongwei; Pearson, Neil D. - In: Innovations in risk management : seminal papers from …, (pp. 205-241). 2004
Persistent link: https://www.econbiz.de/10002600314
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What's new in value-at-risk? A selective survey
Pearson, Neil D. - In: Global risk management : financial, operational, and …, (pp. 15-37). 2002
Persistent link: https://www.econbiz.de/10015389072