VaR limits for pension funds: an evaluation

Solange Berstein and Romulo Chumacero

Quantitative Finance, 2012, vol. 12, issue 9, 1315-1324

Date: 2012
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Working Paper: VaR Limits for Pension Funds: An Evaluation (2010)
Working Paper: VaR Limits for Pension Funds: An Evaluation (2008)
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DOI: 10.1080/14697688.2010.491517

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