DocumentCode
13975
Title
Is Value-at-Risk )VaR( a Fair Proxy for Market Risk Under Conditions of Market Leverage?
Author
Thomas J. Lutton استاد مشاور , Roger N. Waud استاد راهنما , William W. Lang استاد مشاور
University
Virginia Polytechnic Institute and state University
Grade
نامعلوم
Major
Master of Arts )Economics )Arts and Sciences(
Number of pages
0
Publish Date
2000
Keyword
Capital Allocation Requirements , Leverage , Value-at-Risk , VAR , Internal Models Approac , Market Risk
Note
01
Language
انگليسي
Link To Document