History of Value-at-Risk: 1922-1998
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References listed on IDEAS
- William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
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More about this item
- B29 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-08-19 (All new papers)
- NEP-FIN-2002-08-19 (Finance)
- NEP-HPE-2002-08-19 (History & Philosophy of Economics)
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