Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience
Main Authors: | Hung-Chun Liu, Yu-Ju Cheng, Yi-Pin Tzou |
---|---|
Format: | Article |
Language: | English |
Published: |
LLC "CPC "Business Perspectives"
2009-09-01
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Series: | Banks and Bank Systems |
Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2729/BBS_en_2009_2_Liu.pdf |
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