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  • Value-at-Risk for Risk Portfolios
    Value-at-Risk for Risk Portfolios In this paper, the author uses simple risk portfolios to discuss the abilities and shortcomings of the current methodologies for Value-at Risk [VaR], and ...

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    • Authors: Julia Lynn Wirch-Viinikka
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Enterprise Risk Management>Risk measurement - ERM