Academic journal article Journal of Financial Management & Analysis

Value at Risk (VaR): The New Benchmark for Managing Market Risk

Academic journal article Journal of Financial Management & Analysis

Value at Risk (VaR): The New Benchmark for Managing Market Risk

Article excerpt

[Reference]

REFERENCES

[Reference]

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4. Navasotti, D., Notes on the Risk Metrics Model : Limits and Implementation in the Euro Scenario (Aifirm, 1999)

5. Beder, S., VaR : Seductive But Dangerous, Financial Analyst Journal (September-October 1999)

6. Fabrizi, P, New Management Models of the Bank Flow of Funds (Milan: 1995)

7. Luciano, E. and Peccati, L., Mathematics for the Financial Management (Rome: 1999)

8. Shaefer, S. M. Advances in Implementing Risk Assessment and VaR Models, Proceedings of the Congress Risk (Paris, November 1995)

[Reference]

9. Metelli, F., Tassara, M., Evolution Trends in the Asset Management: A Proposal for the Risk Measurement The Benchmark-VaR: Working Paper (Aifirm: 1998)

10(i) Caparrelli, F., Economics of the Financial Markets - The Equities Market (Milan: 1998) (ii) Caparrelli, F., Derivatives (Copinfax: Siena, 1998)

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