Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices

Autor:	Basak, Suleyman, Shapiro, Alexander
Zdroj:	The Review of Financial Studies, 2001 Jul 01. 14(2), 371-405.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/2696745 Zobrazit plný text záznamu