Professor Tunaru to have paper published in the Journal of Derivatives

Feed URL: https://blogs.kent.ac.uk/financecentre-news/2014/11/13/professor-tunaru-to-have-paper-published-in-the-journal-of-derivatives/feed/?withoutcomments=1

Professor Radu Tunaru has a new paper “Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method” coming out in the Journal of Derivatives. The paper is co-authored jointly with Dr. Arturo Leccadito from the Department of Economics, Statistics and Finance at the University of Calabria, Italy and Dr. Pietro Toscano, senior investment risk manager in the Risk & Quantitative Analysis Group at BlackRock, USA.