May 12 - 18. Please forward VaR Week to others who you think might be interested.
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Kroll, Yoram and Guy Kaplanski. Denecker, K., S. Van Assche, J. Crombez, R. Vander Vennet and I. Lemahieu. Acerbi, Carlo and Dirk Tasche. Cuoco, Domenico, Hua He, Sergei Issaenko. Optimal Dynamic Trading Strategies with Risk Limits.