Work

VAR risk measures vs traditional risk measures: an analysis and survey

Year: 2002

Type: article

Source: The Journal of Risk

DOI: 10.21314/jor.2002.063

Authors: Guy Kaplanski, Yoram Kroll

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2985163073

FWCI: 3.292

Cites: 28

Cited by: 43

Related to: 10