VaR analytics -portfolio structure, key rate convexities, and VaR betas: Comment

Yoram Kroll, Guy Kaplanski

Research output: Contribution to journalReview articlepeer-review

Original languageEnglish
Pages (from-to)116-118
Number of pages3
JournalJournal of Portfolio Management
Volume27
Issue number3
DOIs
StatePublished - 2001

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