Active management of equity investment portfolios: Using component VaR, VaR beta, and benchmark VaR
- Aragonés, J.R.
- Blanco, C.
- Mascareñas, J.
ISSN: 0095-4918
Year of publication: 2001
Volume: 27
Issue: 3
Pages: 39-46
Type: Article
ISSN: 0095-4918
Year of publication: 2001
Volume: 27
Issue: 3
Pages: 39-46
Type: Article