Davide Maspero

Bocconi University - Department of Finance

Via Roentgen 1

Milano, MI 20136

Italy

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Scholarly Papers (1)

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Risk Measurement for Asset Managers: A Test of Relative VAR

Newfin Working Paper No. 6/02
Number of pages: 23 Posted: 22 May 2003
Davide Maspero and Francesco Saita
Bocconi University - Department of Finance and Bocconi University - Department of Finance
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Abstract:

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risk, value at risk, asset management