𝔖 Bobbio Scriptorium
✦   LIBER   ✦

What determines corporate pension fund risk-taking strategy?

✍ Scribed by Heng An; Zhaodan Huang; Ting Zhang


Book ID
118470690
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
339 KB
Volume
37
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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