Schuermann, T. http://repub.eur.nl/res/aut/14736/ List of Publications en http://repub.eur.nl/static-eur/img/logo.png RePub, Erasmus University Rotterdam http://repub.eur.nl Issues in Value-at-Risk Modeling and Evaluation (Article) http://repub.eur.nl/res/pub/12474/ 1998-01-01T00:00:00Z Discusses the issues in value-at-risk modeling and evaluation. Value of value at risk; Horizon problems and extreme events in financial risk management; Methods of evaluating value-at-risk estimates.