On Bayesian value at risk: from linear to non-linear portfolios

Tong, Howell; Siu, T.K; and Yang, H (2004) On Bayesian value at risk: from linear to non-linear portfolios Asian Pacific Financial Markets, 11 (2). pp. 161-184. ISSN 1387-2834

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Item Type	Article
Departments	Economics Statistics
DOI	10.1007/s10690-006-9008-7
Date Deposited	01 Jul 2008 08:25
URI	https://researchonline.lse.ac.uk/id/eprint/6233

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Tong, Howell
Siu, T.K
Yang, H

H Social Sciences (General)
HA Statistics

http://www.springer.com/business/finance/journal/1... (Official URL)

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