☆ 3.8 Article

The Amaranth Debacle: A Failure of Risk Measures or a Failure of Risk Management?

JOURNAL OF ALTERNATIVE INVESTMENTS (2007)

Journal

JOURNAL OF ALTERNATIVE INVESTMENTS

Volume 10, Issue 3, Pages 91-104

Publisher

INST INVESTOR INC

DOI: 10.3905/jai.2007.700227

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Business, Finance

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