THE HIDDEN RISKS OF OPTIMIZING BOND PORTFOLIOS UNDER VAR
Winker, Peter, Maringer, DietmarVolume:
38
Year:
2005
Language:
english
Journal:
IFAC Proceedings Volumes
DOI:
10.3182/20050703-6-CZ-1902.02237
File:
PDF, 229 KB
english, 2005