Work

Computation of value-at-risk for nonlinear portfolios

Year: 2000

Type: article

Source: The Journal of Risk

DOI: 10.21314/jor.2000.035

Authors: Andrey Feuerverger, Augustine Wong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2503567017

FWCI: 3.292

Cites:

Cited by: 47

Related to: 10