dc.contributor.author | Harris, Richard D. F. | en_GB |
dc.contributor.author | Shen, Jian | en_GB |
dc.contributor.department | University of Exeter | en_GB |
dc.date.accessioned | 2008-04-01T16:03:39Z | en_GB |
dc.date.accessioned | 2011-01-25T10:28:01Z | en_GB |
dc.date.accessioned | 2013-03-20T11:12:04Z | |
dc.date.issued | 2004-10 | en_GB |
dc.identifier.uri | http://hdl.handle.net/10036/22078 | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | University of Exeter, Xfi Centre for Finance and Investment | en_GB |
dc.relation.ispartofseries | Working paper | en_GB |
dc.relation.ispartofseries | 04/10 | en_GB |
dc.relation.url | http://www.xfi.ex.ac.uk/workingpapers/0410.pdf | en_GB |
dc.subject | Hedging | en_GB |
dc.subject | Value at Risk | en_GB |
dc.subject | Skewness | en_GB |
dc.subject | Kurtosis | en_GB |
dc.subject | Historical simulation | en_GB |
dc.title | Hedging and Value at Risk | en_GB |
dc.type | Working Paper | en_GB |
dc.date.available | 2008-04-01T16:03:39Z | en_GB |
dc.date.available | 2011-01-25T10:28:01Z | en_GB |
dc.date.available | 2013-03-20T11:12:04Z | |
dc.identifier.issn | 1743-548X | en_GB |