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 APA Style APA-ALL Style AAA 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). Evaluation of VaR estimates based on second order expansion. In Econometrie.http://hdl.handle.net/2105/59935

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