Work

Value at Risk

Year: 2000

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v56.n2.2343

Authors: Thomas J. Linsmeier, Neil D. Pearson

Institutions: Michigan State University, University of Illinois Urbana-Champaign

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2107434174

FWCI: 6.583

Cites: 13

Cited by: 313

Related to: 10