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Value-at-risk-based risk management: optimal policies and asset prices

Journal

Review of Financial Studies

Subject

Finance

Publishing details

Review of Financial Studies 2001 January Vol 14:2 p 371-405

Authors / Editors

Basak S;Shapiro A

Biographies

Suleyman Basak

Publication Year

2001

Publication Research Centre

Institute of Finance and Accounting

Available on ECCH

No


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