RT Journal Article SR Electronic T1 VAR Analytics JF The Journal of Portfolio Management FD Institutional Investor Journals SP 89 OP 98 DO 10.3905/jpm.1996.409580 VO 23 IS 1 A1 Thomas S.Y. Ho A1 Michael Z.H. Chen A1 Fred H.T. Eng YR 1996 UL https://pm-research.com/content/23/1/89.abstract AB