Proper Conditioning for Coherent VaR in Portfolio Management

B-Tier
Journal: Management Science
Year: 2007
Volume: 53
Issue: 3
Pages: 483-494

Authors (3)

René Garcia (not in RePEc) Éric Renault Georges Tsafack (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:inm:ormnsc:v:53:y:2007:i:3:p:483-494
Journal Field
General
Author Count
3
Added to Database
2026-02-06