Publication Type

Book Chapter

Publication Date

1-2017

Abstract

Professor Lim Kian Guan uses sophisticated mathematical tools to extract information out of options data and provide more accurate risk estimates.

See his paper: Portfolio value-at-risk optimization for asymmetrically distributed asset returns

Disciplines

Finance and Financial Management

Publication

Research@SMU: Connecting the dots

Editor

MILLER, Steven; JOSHI, Havovi; LEE, Vanessa

ISBN

9789811147449

Publisher

Singapore Management University

Copyright Owner and Holder

Singapore Management University

Licece/Creative Commons Licence

Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

First Page

80

Last Page

81

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