PT - JOURNAL ARTICLE AU - Thomas S.Y. Ho AU - Michael Z.H. Chen AU - Fred H.T. Eng TI - VAR Analytics AID - 10.3905/jpm.1996.409580 DP - 1996 Oct 31 TA - The Journal of Portfolio Management PG - 89--98 VI - 23 IP - 1 4099 - https://pm-research.com/content/23/1/89.short 4100 - https://pm-research.com/content/23/1/89.full