@article{publication-16459,
	author={Leippold, Markus and Vasiljevic, Nikola},
	doi={10.1287/mnsc.2018.3157},
	issn={0025-1909},
	journal={Management Science},
	number=1,
	pages={397-414},
	publisher={Institute for Operations Research and the Management Science},
	title={Option-Implied Intrahorizon Value at Risk},
	volume=66,
	year=2020,
}