TY - JOUR T1 - VAR Analytics JF - The Journal of Portfolio Management SP - 89 LP - 98 DO - 10.3905/jpm.1996.409580 VL - 23 IS - 1 AU - Thomas S.Y. Ho AU - Michael Z.H. Chen AU - Fred H.T. Eng Y1 - 1996/10/31 UR - https://pm-research.com/content/23/1/89.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -