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"Short-Term Investment Risk Measurement Using VaR and CVaR."

Virgilijus Sakalauskas, Dalia Kriksciuniene (2006)

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DOI: 10.1007/11758549_47

access: open

type: Conference or Workshop Paper

metadata version: 2024-05-07

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  - conf/iccS/SakalauskasK06
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Virgilijus Sakalauskas, Dalia Kriksciuniene:
Short-Term Investment Risk Measurement Using VaR and CVaR. International Conference on Computational Science (4) 2006: 316-323

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