PT  - JOURNAL ARTICLE
AU  - Chris Marshall
AU  - Michael Siegel
TI  - Value at Risk
AID  - 10.3905/jod.1997.407975
DP  - 1997 Feb 28
TA  - The Journal of Derivatives
PG  - 91--111
VI  - 4
IP  - 3
4099  - https://pm-research.com/content/4/3/91.short
4100  - https://pm-research.com/content/4/3/91.full