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Accounting for risk of non linear portfolios

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  • G. Bormetti
  • V. Cazzola
  • D. Delpini
  • G. Livan

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  • G. Bormetti & V. Cazzola & D. Delpini & G. Livan, 2010. "Accounting for risk of non linear portfolios," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 76(1), pages 157-165, July.
    • Handle: RePEc:spr:eurphb:v:76:y:2010:i:1:p:157-165
    DOI: 10.1140/epjb/e2010-00199-9
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    References listed on IDEAS

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    1. Bouchaud,Jean-Philippe & Potters,Marc, 2003. "Theory of Financial Risk and Derivative Pricing," Cambridge Books, Cambridge University Press, number 9780521819169, September.
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