A methodology for actively managing tail risks and uncertainties

Dirk Broeders, Herwin Loman, Joris van Toor

Research output: Contribution to journal › Article › Academic › peer-review

78 Downloads (Pure)

Original language	English
Pages (from-to)	44-56
Journal	Journal of Risk Management in Financial Institutions
Volume	12
Issue number	1
Publication status	Published - 2019

Access to Document

@article{4c0734943c3c453db2112fd6b448f7b8,

title = "A methodology for actively managing tail risks and uncertainties",

author = "Dirk Broeders and Herwin Loman and {van Toor}, Joris",

note = "data source: S&P index returns",

year = "2019",

language = "English",

volume = "12",

pages = "44--56",

journal = "Journal of Risk Management in Financial Institutions",

issn = "1752-8895",

publisher = "Henry Stewart Publications",

number = "1",

}

TY - JOUR

T1 - A methodology for actively managing tail risks and uncertainties

AU - Broeders, Dirk

AU - Loman, Herwin

AU - van Toor, Joris

N1 - data source: S&P index returns

PY - 2019

Y1 - 2019

M3 - Article

SN - 1752-8895

VL - 12

SP - 44

EP - 56

JO - Journal of Risk Management in Financial Institutions

JF - Journal of Risk Management in Financial Institutions

IS - 1

ER -