MALHOTRA, Rohit. Analysis of Pure Weather Portfolios Using Parametric, Non-Parametric, and Conditional VaR in Relation to Bank’s Risk Capital. Indian Journal of Finance, [S. l.], v. 8, n. 5, p. 19–26, 2014. DOI: 10.17010/ijf/2014/v8i5/71915. Disponível em: https://www.indianjournalofcapitalmarkets.com/index.php/IJF/article/view/71915. Acesso em: 6 aug. 2025.