%0 Journal Article %1 Rosenberg2006 %A Rosenberg, Joshua V. %A Schuermann, Til %D 2006 %J Journal of Financial Economics %K Market risk %N 3 %P 569--614 %T A general approach to integrated risk management with skewed, fat-tailed risks %U http://www.sciencedirect.com/science/article/B6VBX-4H3975G-1/1/f12cf930cb36ed2d589bd25592cc3aa6 %V 79

@article{Rosenberg2006, added-at = {2008-04-22T15:17:45.000+0200}, author = {Rosenberg, Joshua V. and Schuermann, Til}, biburl = {https://www.bibsonomy.org/bibtex/2a5b17cd839a6e1e562eedb05e184231e/smicha}, interhash = {5cb42d71d7bf5fb32b6923aecb6209bb}, intrahash = {a5b17cd839a6e1e562eedb05e184231e}, journal = {Journal of Financial Economics}, keywords = {Market risk}, month = Mar, number = 3, pages = {569--614}, timestamp = {2008-04-22T15:32:39.000+0200}, title = {A general approach to integrated risk management with skewed, fat-tailed risks}, url = {http://www.sciencedirect.com/science/article/B6VBX-4H3975G-1/1/f12cf930cb36ed2d589bd25592cc3aa6}, volume = 79, year = 2006 }