The VAR Implementation Handbook, Chapter 22 - Value at Risk under Heterogeneous Investment Horizons and Spatial Relations
| By: | Greg N. Gregoriou |
| Publisher: | McGraw-Hill Professional |
| Print ISBN: | 9780071732819 |
| eText ISBN: | 9780071732819 |
| Edition: | 0 |
| Copyright: | 2009 |
| Format: | Page Fidelity |
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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.