Probability Approach in Estimating Value at Risk of Bond Portfolios for Effective Hedging
Crossref DOI link: https://doi.org/10.18488/journal.aefr.2020.105.502.515
Published Online: 2020
Published Print: 2020
Update policy: https://doi.org/10.18488/crossmarkpolicypage.1002
Chandra Kumar, Bavani
Ramasamy, Ravindran
Mohamed, Zulkifflee