Long-term value at risk /
Blake, David,1954-
Dowd, Kevin.
Cairns, Andrew(Andrew J. G.)
Suntory and Toyota International Centres for Economics and Related Disciplines.
London School of Economics and Political Science.Financial Markets Group.
London : London School of Economics and Political Science,
2003.
"UBS Pensions Research Programme at the LSE."
On cover: Financial Markets Group ; STICERD.
Includes bibliographical references.
Pension trusts
Portfolio management.
Risk.