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~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~person:"Wong, Hoi Ying"
~subject:"Value-at-risk"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Simulation-based Value-at-Risk for nonlinear portfolios
Chen, Junyao
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10012194812
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