RISK MEASUREMENT AND MANAGEMENT - Model Choice and Value-at-Risk Performance - Analysis of methods for determining market-based capital risk requirements raises questions about some commonly used measures of firm risk.
Year of publication: |
2002
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Authors: | Brooks, Chris ; Persand, Gita |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 5, p. 87-97
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