Variance reduction technique for calculating value at risk in fixed income portfolios

被引：0
|
作者：
Abad, Pilar [1 ]
Benito, Sonia [2 ]
机构：
[1] Departamento de Fundamentos del Análisis Económico, Universidad Rey Juan Carlos, Campus de Vicálvaro, Paseo Artilleros s/n, 28032-Vicálvaro-Madrid, Spain
[2] Universidad Nacional de Educación a Distancia, Spain
来源：
SORT | 2010年 / 34卷 / 01期
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摘要：
31
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页码：21 / 44
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