Value-at-Risk for long and short trading positions

@misc{bc63333e4bbe43609d66e0f4ada45d42,

title = "Value-at-Risk for long and short trading positions",

author = "Pierre Giot and S{\'e}bastien Laurent",

year = "2001",

language = "English",

volume = "RM/01",

type = "Other",

}

Research output: Other contribution

TY - GEN

T1 - Value-at-Risk for long and short trading positions

AU - Giot, Pierre

AU - Laurent, Sébastien

PY - 2001

Y1 - 2001

M3 - Other contribution

VL - RM/01

ER -

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