Quantile-VaR is the wrong measure to quantify markets risk for regulatory purposes

Stefan R. Jaschke

Year of publication:	2001
Authors:	Jaschke, Stefan R.
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Bankrisiko \| Bank risk \| Bankenaufsicht \| Banking supervision \| Kritik \| Criticism \| Theorie \| Theory \| Risikomaß \| Risk measure \| Maßzahl \| Statistical measures

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