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On the efficiency of risk measures for funds of hedge funds
Laube, Falk; Schiltz, Jang; Terraza, Virginie - In: Journal of derivatives & hedge funds 17 (2011) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10009158031
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Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole; Terraza, Virginie - In: Applied economics letters 21 (2014) 16/18, pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
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Méthodes de décomposition de la volatilité d'un portefeuille : une nouvelle approche d'estimation des risques par l'indice de Gini
Mussard, Stéphane; Terraza, Virginie - In: Revue d'économie politique 114 (2004) 4, pp. 557-571
Persistent link: https://www.econbiz.de/10002233811