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An analysis of VaR-based capital requirements
Cuoco, Domenico; Liu, Hong - In: Journal of financial intermediation 15 (2006) 3, pp. 362-394
Persistent link: https://www.econbiz.de/10007259441
Cover Image
An analysis of VaR-based capital requirements
Cuoco, Domenico; Liu, Hong - In: Journal of financial intermediation 15 (2006) 3, pp. 362-394
Persistent link: https://www.econbiz.de/10003346669
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Why do institutional investors chase return trends?
Altı, Aydoğan; Kaniel, Ron; Yoeli, Uzi - In: Journal of financial intermediation 21 (2012) 4, pp. 694-722
Persistent link: https://www.econbiz.de/10009996312
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Why do institutional investors chase return trends?
Altı, Aydoğan; Kaniel, Ron; Yoeli, Uzi - In: Journal of financial intermediation 21 (2012) 4, pp. 694-721
Persistent link: https://www.econbiz.de/10009704556