Do banks overstate their Value-at-Risk?
Christophe Pérignon, Zi Yin Deng, Zhi Jun Wang
| Year of publication: |
2008
|
|---|---|
| Authors: | Pérignon, Christophe ; Zi Yin Deng ; Zhi Jun Wang |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 5, p. 783-794
|
| Subject: | Risikomaß | Risk measure | Bankrisiko | Bank risk | Kanada | Canada |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003702761