History of Value-at-Risk: 1922-1998

Glyn A. Holton

Method and Hist of Econ Thought from University Library of Munich, Germany

Keywords: value-at-risk; history (search for similar items in EconPapers)
JEL-codes: B29 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2002-08-08
New Economics Papers: this item is included in nep-fin and nep-hpe
Note: Type of Document - PDF format; prepared on IBM - PC; pages: 27 ; figures: Included. This working paper has been posted to solicit comments from regulators and practitioners who may have used early VaR measures.
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpmh:0207001

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