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Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models

Greg N Gregoriou · 2010

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About the book

The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.

Book details

Year
2010
Language
English
Publisher
McGraw-Hill
Editions
1
ISBN
9780071732659

Data source: Wikidata

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