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Conditional tail behaviour and Value at Risk 

Authors: Fabio Bellini ^a; Gianna Fig-talamanca ^b

Affiliations:	a University of Milano-Bicocca, Piazza Ateneo Nuovo 1, 20126 Milan, Italy
	b University of Perugia, via Pascoli 20, 06123 Perugia, Italy

DOI: 10.1080/14697680601155516

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 7, Issue 6 December 2007 , pages 599 - 607

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

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