%0 Journal Article %A Thomas S.Y. Ho %A Michael Z.H. Chen %A Fred H.T. Eng %T VAR Analytics %B Portfolio Structure, Key Rate Convexities, and VAR Betas %D 1996 %R 10.3905/jpm.1996.409580 %J The Journal of Portfolio Management %P 89-98 %V 23 %N 1 %U https://jpm.pm-research.com/content/iijpormgmt/23/1/89.full.pdf