Value-at-risk models and option portfolios

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@article{8f79a4e1bef3419fbce1b001ad5733a9,

title = "Value-at-risk models and option portfolios",

author = "Christine Brown and Rosemary Chan",

year = "1999",

month = dec,

day = "1",

doi = "10.1111/j.1759-3441.1999.tb01166.x",

language = "English",

volume = "18",

pages = "107--121",

journal = "Economic Papers",

issn = "0812-0439",

publisher = "Wiley-Blackwell",

number = "4",

}

TY - JOUR

T1 - Value-at-risk models and option portfolios

AU - Brown, Christine

AU - Chan, Rosemary

PY - 1999/12/1

Y1 - 1999/12/1

UR - http://www.scopus.com/inward/record.url?scp=85095669810&partnerID=8YFLogxK

U2 - 10.1111/j.1759-3441.1999.tb01166.x

DO - 10.1111/j.1759-3441.1999.tb01166.x

M3 - Comment / Debate

AN - SCOPUS:85095669810

VL - 18

SP - 107

EP - 121

JO - Economic Papers

JF - Economic Papers

SN - 0812-0439

IS - 4

ER -