Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

dynamic sign in to follow this
optimization sign in to follow this
Categories:

VaR Methods sign in to follow this
--Evaluation/Comparison sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
Dynamic Value-at-Risk
Company: University of St. Gallen
Year Of Publication: 2002
Month Of Publication: November
Pages: 20
Download Count: 30148
View Count: 68420
Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 6-22-2003
Publisher: Administrator
Summary
The purpose of this study is to describe dynamic Value-at-Risk and to estimated the advantages and disadvantages of using it in portfolio management.
Author(s)
Rogachev, Andrey Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile