An analysis of VaR-based capital requirements
Year of publication: |
2006
|
---|---|
Authors: | Cuoco, Domenico ; Liu, Hong |
Published in: |
Journal of Financial Intermediation. - Elsevier, ISSN 1042-9573. - Vol. 15.2006, 3, p. 362-394
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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