𝔖 Bobbio Scriptorium
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A comparison of alternate metabolic strategies for the utilization of D-arabinose

✍ Scribed by Edward J. St. Martin; Robert P. Mortlock


Book ID
105299169
Publisher
Springer
Year
1977
Tongue
English
Weight
628 KB
Volume
10
Category
Article
ISSN
0022-2844

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A comparison of alternative approaches f
✍ Daniel Giamouridis; Ioanna Ntoula πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 175 KB

## Abstract In this study, we compare a number of different approaches for determining the Value at Risk (VaR) and Expected Shortfall (ES) of hedge fund investment strategies. We compute VaR and ES through both model‐free and mean/variance and distribution model‐based methods. Certain specification