The VAR Implementation Handbook, Chapter 3 - Applying VaR to Hedge Fund Trading Strategies: Limitations and Challenges
| By: | Greg N. Gregoriou |
| Publisher: | McGraw-Hill Professional |
| Print ISBN: | 9780071732628 |
| eText ISBN: | 9780071732628 |
| Edition: | 0 |
| Copyright: | 2009 |
| Format: | Page Fidelity |
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Table of Contents
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry’s most respected academics, practitioners, and consultants.