Journal of Mathematical Finance

Vol.5 No.2(2015), Paper ID 55496, 6 pages

DOI:10.4236/jmf.2015.52010

 

On Historical Value at Risk under Distribution Uncertainty

 

Atsushi Iizuka, Yumiharu Nakano

 

Informatix Inc., Kanagawa, Japan
Tokyo Institute of Technology, Tokyo, Japan

 

Copyright © 2015 Atsushi Iizuka, Yumiharu Nakano et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Iizuka, A. and Nakano, Y. (2015) On Historical Value at Risk under Distribution Uncertainty. Journal of Mathematical Finance, 5, 113-115. doi: 10.4236/jmf.2015.52010.
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