Market risk budgeting with value-at-risk-limits for linear positions (Q1283726)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market risk budgeting with value-at-risk-limits for linear positions |
scientific article |
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Market risk budgeting with value-at-risk-limits for linear positions (English)
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30 June 1999
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value-at-risk
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value-at-risk-limit
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square root of time rule
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