Early Detection of VaR Model Deterioration: A Cantelli-Bound Ratio Approach for Proactive Risk Management

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Rajarshi DasGupta
DOI: 10.2139/ssrn.6200779
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Risk Management in Financial Firms

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint