Evaluation of VaR estimates based on second order expansion

Additional Metadata
Keywords	VaR; portfolio optimization; second order expansion
Thesis Advisor	Oorschot, J.A.
Persistent URL	hdl.handle.net/2105/59935
Series	Econometrie
Organisation	Erasmus School of Economics
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	Hagen, T.P. (2021, November 4). Evaluation of VaR estimates based on second order expansion. Econometrie. Retrieved from http://hdl.handle.net/2105/59935

Publication