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Applied Mathematical Finance Volume 15, 2008 - Issue 3
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PAPERS

Return and Value at Risk using the Dirichlet Process

Mahmoud Zarepour Department of Mathematics and Statistics, University of Ottawa, Ontario, CanadaCorrespondence[email protected]
,
Thierry Bédard Ontario Teachers' Pension Plan, Toronto, Ontario, Canada
&
André R. Dabrowski Department of Mathematics and Statistics, University of Ottawa, Ontario, Canada
Pages 205-218 | Received 25 May 2006, Accepted 11 Sep 2007, Published online: 24 May 2008

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