EconPapers    
Economics at your fingertips  
 

Learning by Failing: A Simple Buffer for VaR

Christophe Boucher () and Bertrand Maillet
Additional contact information
Christophe Boucher: EconomiX - UPOND - Université Paris Ouest Nanterre La Défense - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Abstract: Forthcoming

Keywords: [No; keyword; available] (search for similar items in EconPapers)
Date: 2013
Note: View the original document on HAL open archive server: https://hal-univ-paris10.archives-ouvertes.fr/hal-01386005
References: Add references at CitEc
Citations Track citations by RSS feed

Published in Financial Markets, Institutions and Instruments, Wiley-Blackwell, 2013, 22

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:hal:journl:hal-01386005

Access Statistics for this paper

More papers in Post-Print from HAL
Series data maintained by CCSD ().

 
Page updated 2017-05-06
Handle: RePEc:hal:journl:hal-01386005