Value-at-risk and expected shortfall variation: from risk management and portfolio theory perspective

Additional Metadata
Keywords	Value at risk, Risk management, Portfolio theory
Thesis Advisor	Huurman, C.I., Huij, J.J.
Persistent URL	hdl.handle.net/2105/31412
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Leczki, B. (2015, July 22). Value-at-risk and expected shortfall variation: from risk management and portfolio theory perspective. Finance & Investments. Retrieved from http://hdl.handle.net/2105/31412

Value-at-risk and expected shortfall variation