Dynamic trading value at risk: Futures f
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Jongdoo Lee; Peter Locke
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Article
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2006
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John Wiley and Sons
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English
⚖ 151 KB
## Abstract Speculative traders' dynamic trading strategies are not easy to model, because they depend on latent information flows and preferences. As a result, the risks involved in such strategies may only be revealed by examining empirical distributions of ex post returns to traders engaged in s