✦ LIBER ✦

A COMPARISON OF CONDITIONAL AND UNCONDITIONAL APPROACHES IN VALUE-AT-RISK ESTIMATION

✍ Scribed by PILSUN CHOI; INSIK MIN

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditional value-at-risk: Aspects of mo

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✍ C. Brooks; A.D. Clare; J.W. Dalle Molle; G. Persand 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 146 KB

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✍ Venkata K. Jandhyala; Stergios B. Fotopoulos; Nicholas E. Evaggelopoulos 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 199 KB

A comparison of bootstrap and Monte-Carl

✍ Helmut Herwartz; Israel Waichman 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 128 KB