Original language | English |
---|---|
Pages (from-to) | 116-118 |
Number of pages | 3 |
Journal | Journal of Portfolio Management |
Volume | 27 |
Issue number | 3 |
DOIs | |
State | Published - 2001 |
VaR analytics -portfolio structure, key rate convexities, and VaR betas: Comment
Yoram Kroll, Guy Kaplanski
Research output: Contribution to journal › Review article › peer-review