Value-at-Risk Bounds With Variance Constraints

2015 ◽  
Vol 84 (3) ◽  
pp. 923-959 ◽  
Author(s):  
Carole Bernard ◽  
Ludger Rüschendorf ◽  
Steven Vanduffel
Keyword(s):  
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Risk Bounds

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Ludger Rüschendorf ◽  
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Steven Vanduffel
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Value-at-Risk Bounds with Variance Constraints

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Author(s):  
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Ludger RRschendorf ◽  
Steven Vanduffel
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Keyword(s):  
At Risk ◽  
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Risk Bounds

Reduction of Value-at-Risk Bounds via Independence and Variance Information

2015 ◽  
Author(s):  
Giovanni Puccetti ◽  
Ludger RRschendorf ◽  
Daniel Small ◽  
Steven Vanduffel
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Bounds
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