La VaR EVT: une mesure fiable du risque extrême des hedge funds

Emmanuelle Fromont ()
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Emmanuelle Fromont: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

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Keywords: VaR EVT; hedge funds (search for similar items in EconPapers)
Date: 2007-03-15
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Published in Mar 2007, Hammamet, Tunisie. 24 p

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00150378

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