On historical value-at-risk under distribution uncertainty | Tokyo Tech Research Repository (T2R2)

Publication Information

Title

Japanese:
English:	On historical value-at-risk under distribution uncertainty

Author

Japanese:	飯塚太陽, 中野張.
English:	Atsushi Iizuka, Yumiharu Nakano.

Language

English

Journal/Book name

Japanese:
English:	Journal of Mathematical Finance

Volume, Number, Page

Vol. 5 pp. 103-108

Published date

Apr. 10, 2015

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

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