TY  - JOUR
AB  - Incremental value at risk (IVaR) is becoming a standard tool to identify investment strategies that enhance risk‐adjusted returns. Recently, practice‐oriented research has focused applying IVaR to hedging and speculating with options and risk reduction. IVaR approximation methods provide easily applied preliminary guidelines for risk allocation. This article examines two such approaches.
VL  - 4
IS  - 2
SN  - 1526-5943
DO  - 10.1108/eb022960
UR  - https://doi.org/10.1108/eb022960
AU  - TASCHE DIRK
AU  - TIBILETTI LUISA
PY  - 2003
Y1  - 2003/01/01
TI  - A Shortcut to Sign Incremental Value at Risk for Risk Allocation
T2  - The Journal of Risk Finance
PB  - MCB UP Ltd
SP  - 43
EP  - 46
Y2  - 2024/04/25
ER  -