An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions

Sofie Kulp-Tåg

Research output: Book/ReportCommissioned report

Original languageEnglish
Place of PublicationHelsinki
PublisherSwedish School of Economics and Business Administration
Number of pages37
ISBN (Print)978-951-555-955-5
Publication statusPublished - 2007
MoE publication typeD4 Published development or research report or study

Publication series

NameSwedish School of Economics and Business Administration. Working Papers
PublisherSwedish School of Economics and Business Administration
No.526
ISSN (Print)0357-4598

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