Does Marginal VaR Lead to Improved Performance of Managed Portfolios: A Study of S&P BSE 100 and S&P BSE 200
Crossref DOI link: https://doi.org/10.1007/s10690-019-09294-0
Published Online: 2019-11-23
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jain, Shrey
Chakrabarty, Siddhartha P. http://orcid.org/0000-0001-9281-8587
Text and Data Mining valid from 2019-11-23
Version of Record valid from 2019-11-23
Article History
First Online: 23 November 2019