On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Year of publication: |
2010
|
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Authors: | Zakamouline, Valeri |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 1, p. 92-104
|
Subject: | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Theorie | Theory |
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