1
-
2
of
2
results (0.39 seconds)
Sort By:
-
Risks and Rewards Newsletter, October 1998, Issue No. 31
char- acterized by the presence of fat tails. A direct implication of this is that tail events are more ... the possibility, but it is vention—and he doesn’t care. All he leptokurtosis. It probably won’t under- ...- 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
Subjective Value at Risk This article provides an analysis of Value at Risk VAR and its advantages ... the possibility, but it is vention—and he doesn’t care. All he leptokurtosis. It probably won’t under- ...- Authors: Glyn A Holton
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Value at risk - Finance & Investments