Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Georges Tsafack
Information about the author Georges Tsafack will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Proper conditioning for coherent VaR in portfolio management
2007
Value at risk (VaR) is a central concept in risk management. As stressed by Artzner et...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
