Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets
| Autor: | Diamandis, Panayiotis F.1 kouretas@aueb.gr, Drakos, Anastassios A.1, Kouretas, Georgios P.1,2, Zarangas, Leonidas3 |
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| Zdroj: | International Review of Financial Analysis. Jun2011, Vol. 20 Issue 3, p165-176. 12p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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