VaR Risk Measures

Original language	American English
Title of host publication	The Value-at-Risk Reference: Key Issues in the Implementation for Market Risk
Editors	G. Kaplanski
Publisher	Risk Books, London
State	Published - 2007

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Kaplanski, G., & Yoram, K. (2007). VaR Risk Measures. In G. Kaplanski (Ed.), The Value-at-Risk Reference: Key Issues in the Implementation for Market Risk Risk Books, London.

Kaplanski, G. ; Yoram, Kroll. / VaR Risk Measures. The Value-at-Risk Reference: Key Issues in the Implementation for Market Risk. editor / G. Kaplanski. Risk Books, London, 2007.

@inbook{4903b1787174476fa6b69f92c4fa181c,

title = "VaR Risk Measures",

author = "G. Kaplanski and Kroll Yoram",

year = "2007",

language = "American English",

editor = "G. Kaplanski",

booktitle = "The Value-at-Risk Reference: Key Issues in the Implementation for Market Risk",

publisher = "Risk Books, London",

}

Kaplanski, G & Yoram, K 2007, VaR Risk Measures. in G Kaplanski (ed.), The Value-at-Risk Reference: Key Issues in the Implementation for Market Risk. Risk Books, London.

VaR Risk Measures. / Kaplanski, G.; Yoram, Kroll.
The Value-at-Risk Reference: Key Issues in the Implementation for Market Risk. ed. / G. Kaplanski. Risk Books, London, 2007.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

T1 - VaR Risk Measures

AU - Kaplanski, G.

AU - Yoram, Kroll

PY - 2007

Y1 - 2007

M3 - Chapter

BT - The Value-at-Risk Reference: Key Issues in the Implementation for Market Risk

A2 - Kaplanski, G.

PB - Risk Books, London

ER -

Kaplanski G, Yoram K. VaR Risk Measures. In Kaplanski G, editor, The Value-at-Risk Reference: Key Issues in the Implementation for Market Risk. Risk Books, London. 2007