VaR analytics -portfolio structure, key rate convexities, and VaR betas: Comment

Research output: Contribution to journal › Review article › peer-review

Original language	English
Pages (from-to)	116-118
Number of pages	3
Journal	Journal of Portfolio Management
Volume	27
Issue number	3
DOIs	https://doi.org/10.3905/jpm.2001.319807
State	Published - 2001

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title = "VaR analytics -portfolio structure, key rate convexities, and VaR betas: Comment",

author = "Yoram Kroll and Guy Kaplanski",

year = "2001",

doi = "10.3905/jpm.2001.319807",

language = "אנגלית",

volume = "27",

pages = "116--118",

journal = "Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "3",

}

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AU - Kaplanski, Guy

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