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~person:"Brown, Keith C."
~person:"Vosper, Les"
~subject:"Theory"
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Brown, Keith C.
Vosper, Les
Barone-Adesi, Giovanni
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The journal of futures markets
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VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
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