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Financial Analysts Journal Volume 58, 2002 - Issue 5
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RISK MEASUREMENT AND MANAGEMENT

Model Choice and Value-at-Risk Performance

Chris Brooks Chris Brooks is professor of finance at the ISMA Centre, University of Reading, United Kingdom.
&
Gita Persand Gita Persand is a lecturer (assistant professor) in finance at the University of Bristol, United Kingdom.
Pages 87-97 | Published online: 02 Jan 2019

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