Bayesian Value at Risk Metric for Equity Portfolios
- Authors
- A A Soliman
- Alexander J Mcneil
- Alexander Mcneil
- Andrew Gelman
- Attilio Meucci
- Dallas R Wingo
- Dallas R Wingo
- E Furman
- E-Mail Address
- Eric Hendries
- Francois M Longin
- Giovanni Barone-Adesi
- Harry Markowitz
- Helene Sajer
- Hendricks
- Irving Burr
- J Butler
- Jeremy Berkowitz
- John Zerolis
- Jun Huang
- Lennart Hoogerheide
- M Ausin
- Mathew Pollard
- Matthew Pritsker
- Olivier Scaillet
- P R Tadikamalla
- Quanxi Shao
- Rachel Li
- Robert N Rodriguez
- Sing Chen
- Stephen Michael Taylor
- Tak Sui
- V Boginski
- Xiao Li
- Yiyang Qi
- Z Barjoseph
- Publication date
- 1 January 2014
- Publisher
- 'Elsevier BV'
- Doi