How does the choice of Value-at-Risk estimator influence...

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Quantitative Finance 2018 / 04

How does the choice of Value-at-Risk estimator influence asset allocation decisions?

Scheller, Felix, Auer, Benjamin R.
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2018.1459806
Date:
April, 2018
File:
PDF, 826 KB
english, 2018
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