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Subadditivity re–examined: the case for value-at-risk
Danielsson, Jon / Jorgensen, Bjørn N. / Mandira, Sarma / Samorodnitsky, Gennady / Vries, C. G. de
risk managementResource overview

Subadditivity re–examined: the case for value-at-risk

Paper2005

by Danielsson, Jon, Jorgensen, Bjørn N., Mandira, Sarma, Samorodnitsky, Gennady, Vries, C. G. de

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risk management

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