Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor
Long-term Value at Risk
Dowd, K.; Blake, D.; Cairns, A.J.G.
Authors
D. Blake
A.J.G. Cairns
Citation
Dowd, K., Blake, D., & Cairns, A. (2004). Long-term Value at Risk. Journal of Risk Finance, 5(2), 52-57. https://doi.org/10.1108/eb022986
| Journal Article Type | Article |
|---|---|
| Publication Date | 2004 |
| Deposit Date | Aug 16, 2013 |
| Journal | The Journal of Risk Finance |
| Print ISSN | 1526-5943 |
| Publisher | Emerald |
| Peer Reviewed | Peer Reviewed |
| Volume | 5 |
| Issue | 2 |
| Pages | 52-57 |
| DOI | https://doi.org/10.1108/eb022986 |
| Public URL | https://durham-repository.worktribe.com/output/1471714 |
You might also like
Arbitrage problems with reflected geometric Brownian motion
(2023)
Journal Article
Free Banking.
(2015)
Book Chapter
New Private Monies: A Bit-Part Player?
(2014)
Report
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2024
Advanced Search