Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2002)
Model choice and value-at-risk performance.
Financial Analysts Journal, 58 (5).
pp. 87-97.
Full text not archived in this repository.
It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.
To link to this item DOI: 10.2469/faj.v58.n5.2471
| Item Type: | Article |
|---|---|
| Refereed: | Yes |
| Divisions: | Henley Business School > Finance and Accounting |
| ID Code: | 24156 |
| Publisher: | CFA Institute |
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