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Learning by Failing: A Simple Buffer for VaR

Christophe Boucher 1 Bertrand Maillet
1 EconomiX
Abstract : Forthcoming
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Journal articles
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https://hal-univ-paris10.archives-ouvertes.fr/hal-01386005
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:40:52 PM
Last modification on : Tuesday, November 19, 2019 - 9:45:49 AM

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  • HAL Id : hal-01386005, version 1

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CNRS | UNIV-PARIS10 | ECONOMIX | UNIV-PARIS-LUMIERES

Citation

Christophe Boucher, Bertrand Maillet. Learning by Failing: A Simple Buffer for VaR. Financial Markets, Institutions and Instruments, Wiley-Blackwell, 2013, 22. ⟨hal-01386005⟩

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