Hedging and value at risk: A semi-parametric approach

Zhiguang Cao, Richard DF Harris, Jian Shen

Research output: Contribution to journal › Article (Academic Journal) › peer-review

41 Citations (Scopus)

Handle.net

@article{2f79e67813184bfabbce3995e329f6e6,

title = "Hedging and value at risk: A semi-parametric approach",

author = "Zhiguang Cao and Harris, \{Richard DF\} and Jian Shen",

year = "2010",

language = "Undefined/Unknown",

volume = "30",

pages = "780--794",

journal = "Journal of Futures Markets",

issn = "1096-9934",

publisher = "Wiley-Liss Inc.",

number = "8",

}