VaR-x: Fat Tails in Financial Risk Management
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- repec:eee:apmaco:v:252:y:2015:i:c:p:418-437 is not listed on IDEAS
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KeywordsRISK ; MANAGEMENT ; FINANCIAL MARKET;
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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