Is Value-at-Risk (VaR) a Fair Proxy for Market Risk Under Conditions of Market Leverage?
Year of publication: |
2000-12-29
|
---|---|
Authors: | Lang, Todd M. |
Other Persons: | Roger N. Waud (contributor) ; Thomas J. Lutton (contributor) ; William W. Lang (contributor) |
Publisher: |
VT |
Subject: | Economics (Arts and Sciences) |
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