Title of article
Value at risk models for Dutch bond portfolios
Author/Authors
Peter J. G. Vlaar، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
24
From page
1131
To page
1154
Keywords
Variance±covariancemethod , Value-at-Risk , Monte Carlo simulation , Bond portfolio , Historical simulation
Journal title
Journal of Banking and Finance
Serial Year
2000
Journal title
Journal of Banking and Finance
Record number
193197
Link To Document