Work

Measuring Market Risk with Value at Risk

Year: 2000

Type: article

Authors: Pietro Penza, Vipul K. Bansal

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W613831051

FWCI: 0.525

Cites:

Cited by: 59

Related to: 10