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

   Daníelsson, 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

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