NAM, Doowoo. The estimation and decomposition of value-at-risk for non-normal portfolio returns. Journal of Business Economics and Management, [S. l.], v. 14, n. 1, p. S213-S226, 2013. DOI: 10.3846/16111699.2012.703147. Disponível em: https://journals.vilniustech.lt/index.php/JBEM/article/view/3771. Acesso em: 2 jun. 2025.