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

Sofie Kulp-Tåg

Forskningsoutput: Bok/rapport › Beställd rapport

Originalspråk	Engelska

Utgivningsort	Helsinki
Förlag	Swedish School of Economics and Business Administration
Antal sidor	37
ISBN (tryckt)	978-951-555-955-5
Status	Publicerad - 2007
MoE-publikationstyp	D4 Publicerad utvecklings- eller forskningsrapport eller -utredning

Namn	Swedish School of Economics and Business Administration. Working Papers
Förlag	Swedish School of Economics and Business Administration
Nr.	526
ISSN (tryckt)	0357-4598

Åtkomst av dokument

@book{625e9c073fdc495085d30030d4618730,

title = "An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions",

author = "Sofie Kulp-T{\aa}g",

year = "2007",

language = "English",

isbn = "978-951-555-955-5 ",

series = "Swedish School of Economics and Business Administration. Working Papers",

publisher = "Swedish School of Economics and Business Administration",

number = "526",

address = "Finland",

}

TY - BOOK

T1 - An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions

AU - Kulp-Tåg, Sofie

PY - 2007

Y1 - 2007

M3 - Commissioned report

SN - 978-951-555-955-5

T3 - Swedish School of Economics and Business Administration. Working Papers

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

PB - Swedish School of Economics and Business Administration

CY - Helsinki

ER -