The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations

Danielsson, J., B. N. Jorgensen, and C. G. de Vries (1998). The value of value at risk: Statistical, financial, and regulatory considerations. Economic Policy Review 4(3).

Download paper →

BibTeX

@article{DanielssonJorgensenVries1998ww,
	title={The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations},
	journal={Economic Policy Review},
	volume=4,
	number=3,
	year=1998,
	author={J{\'o}n Dan{\'i}elsson  and B. N. Jorgensen and C. G. de Vries},
	url={https://ssrn.com/abstract=1029663}
}