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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 ...- 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