Value-at-risk-based risk management on exchange traded funds : the Taiwanese experience
Hung-Chun Liu; Yu-Ju Cheng; Yi-Pin Tzou
Year of publication: |
2009
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Authors: | Liu, Hung-Chun ; Cheng, Yu-Ju ; Tzou, Yi-Pin |
Published in: |
Banks and bank systems : international research journal. - Sumy : Publishing Company Business Perspectives, ISSN 1816-7403, ZDB-ID 23958960. - Vol. 4.2009, 2, p. 20-28
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