Exploring the limitations of value at risk: how good is it in practice?

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@article{8f609be5a6c642aaae713d13feeb98ec,

title = "Exploring the limitations of value at risk: how good is it in practice?",

author = "Andreas Krause",

year = "2003",

doi = "10.1108/eb022958",

language = "English",

volume = "4",

pages = "19--28",

journal = "Journal of Risk Finance",

publisher = "Emerald Group Publishing Ltd.",

number = "2",

}