Ann De Schepper, Bart Heijnen. How to estimate the Value at Risk under incomplete information. J. Computational Applied Mathematics, 233(9):2213-2226, 2010. [doi]
@article{SchepperH10,
title = {How to estimate the Value at Risk under incomplete information},
author = {Ann De Schepper and Bart Heijnen},
year = {2010},
doi = {10.1016/j.cam.2009.10.007},
url = {http://dx.doi.org/10.1016/j.cam.2009.10.007},
researchr = {https://researchr.org/publication/SchepperH10},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {233},
number = {9},
pages = {2213-2226},
}