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~institution:"HAL"
~person:"Emmer, Suzanne"
~subject:"Value-at-Risk"
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What Is the Best Risk Measure in Practice? A Comparison of Standard Measures
Emmer, Suzanne
;
Kratz, Marie
;
Tasche, Dirk
-
HAL
-
2013
their impact on capital allocation, an important issue in risk
management
. We find that, despite the caveats that apply to …
Persistent link: https://www.econbiz.de/10010821003
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