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
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Citation
Singapore Management University.
Estimating risks and resolving paradoxes. (2017). Research@SMU: Connecting the dots. 80-81.
Available at: https://ink.library.smu.edu.sg/smu_research/10
First Page
80
Last Page
81