Active management of equity investment portfolios: Using component VaR, VaR beta, and benchmark VaR

  1. Aragonés, J.R.
  2. Blanco, C.
  3. Mascareñas, J.
Revue:
Journal of Portfolio Management

ISSN: 0095-4918

Année de publication: 2001

Volumen: 27

Número: 3

Pages: 39-46

Type: Article

DOI: 10.3905/JPM.2001.319800 GOOGLE SCHOLAR
La source de données: Scopus