Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
L. Johanning
Information about the author L. Johanning will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Market risk budgeting with value-at-risk-limits for linear positions
1999
Value-at-Risk limits shall be used for allocating capital within financial...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
