Work

Beyond Value at Risk: Forecasting Portfolio Loss at Multiple Horizons

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1023441

Authors: Lisa R. Goldberg, Guy Miller, Jared Weinstein

Institutions: University of California, Berkeley, University of California, Los Angeles

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1496737414

Cites: 25

Cited by: 25

Related to: 10