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  • Risks and Rewards Newsletter, October 1998, Issue No. 31
    Risks and Rewards Newsletter, October 1998, Issue No. 31 Full version of Risks and Rewards Newsletter, ... Newsletter, October 1998, Issue No. 31 Full version of Risks and Rewards Newsletter, October 1998, Issue ...

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    • Authors: Nino A Boezio, Daniel Case, Victor Modugno, Shirley Hwei-Chung Shao, Glyn A Holton, Zain Mohey-Deen, Anthony Dardis, Edwin A Martin, HEATHER NORTH ROYER, Patrick Reinkemeyer, Timothy Cogley, Vinod Chandrashekaran, Andrew Berry
    • Date: Oct 1998
    • Publication Name: Risks & Rewards
  • Subjective Value at Risk
    Value at Risk This article provides an analysis of Value at Risk VAR and its advantages and limitations ... quantifying market risk. The article originally appeared in the August 1997 issue of Financial Engineering ...

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    • Authors: Glyn A Holton
    • Date: Oct 1998
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Value at risk - Finance & Investments