Monday, November 1, 2010
VaR pitfalls
I am very pleased to announce that the NYSSA has published a brief article of mine on the Pitfalls of Value at Risk. I had written an earlier background piece on VaR for their journal, so this can be viewed as a follow-up piece. Hope you have the chance to review it, and please let me know your thoughts.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.