VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey

Original language	American English
State	Published - 2002
Event	Congressional Budget Office - Congressional Budget Office, Washington DC, United States Duration: 1 Jan 2002 → 1 Jan 2002

Conference

Conference	Congressional Budget Office
Country/Territory	United States
City	Washington DC
Period	1/01/02 → 1/01/02

Activities

• 1 Invited talk

Activities per year

• Conference Invited

  Kaplanski, G. (Invited speaker)

  1 Jan 2002

  Activity: Talk or presentation › Invited talk

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Kaplanski, G. (2002). VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey. Paper presented at Congressional Budget Office, Washington DC, United States.

Kaplanski, G. / VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey. Paper presented at Congressional Budget Office, Washington DC, United States.

@conference{fb83f3822d9841a5a028318c63688ecf,

title = "VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey",

author = "G. Kaplanski",

year = "2002",

language = "American English",

note = "Congressional Budget Office ; Conference date: 01-01-2002 Through 01-01-2002",

}

Kaplanski, G 2002, 'VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey', Paper presented at Congressional Budget Office, Washington DC, United States, 1/01/02 - 1/01/02.

VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey. / Kaplanski, G.
2002. Paper presented at Congressional Budget Office, Washington DC, United States.

Research output: Contribution to conference › Paper › peer-review

TY - CONF

T1 - VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey

AU - Kaplanski, G.

PY - 2002

Y1 - 2002

M3 - Paper

T2 - Congressional Budget Office

Y2 - 1 January 2002 through 1 January 2002

ER -

Kaplanski G. VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey. 2002. Paper presented at Congressional Budget Office, Washington DC, United States.