Christopher Marshall

EDHEC Risk

Affiliate Professor

58 rue du Port

Lille, 59046

France

SunGard

Product Director

11 Salt Creek Lane

Hinsdale, IL 60521

United States

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Value-at-Risk: Implementing a Risk Measurement Standard

96-47
Number of pages: 34 Posted: 01 Feb 1997
Christopher Marshall and Michael Siegel
EDHEC Risk and Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Abstract:

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