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Diversification and Value-at-Risk
Pérignon, Christophe; Smith, Daniel R. - In: Journal of banking & finance 34 (2010) 1, pp. 55-66
Persistent link: https://www.econbiz.de/10003905666
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The level and quality of Value-at-Risk disclosure by commercial banks
Pérignon, Christophe; Smith, Daniel R. - In: Journal of banking & finance 34 (2010) 2, pp. 362-377
Persistent link: https://www.econbiz.de/10003935605
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Do banks overstate their Value-at-Risk?
Pérignon, Christophe; Zi Yin Deng; Zhi Jun Wang - In: Journal of banking & finance 32 (2008) 5, pp. 783-794
Persistent link: https://www.econbiz.de/10003702761
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The pernicious effects of contaminated data in risk management
Frésard, Laurent; Pérignon, Christophe; Wilhelmsson, … - In: Journal of banking & finance 35 (2011) 10, pp. 2569-2583
Persistent link: https://www.econbiz.de/10009273284
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A new approach to comparing VaR estimation methods
Pérignon, Christophe; Smith, Daniel R. - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 54-66
Persistent link: https://www.econbiz.de/10003795258