Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2010

Variance reduction technique for calculating value at risk in fixed income portfolios

  • Identification data

    Identifier: RP:2341
    Handle: https://hdl.handle.net/20.500.11797/RP2341
    Authors:
    Benito, SoniaAbad, Pilar

  • Others:

    URV's Author/s: Benito, Sonia Abad, Pilar
    Journal publication year: 2010
    Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article