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The value of value at risk: statistical, financial, and regulatory considerations summary of presentation.

Danielsson, Jon, Jorgensen, Bjorn N. and De Vries, Casper G. (1998) The value of value at risk: statistical, financial, and regulatory considerations summary of presentation. Economic Policy Review . pp. 107-108. ISSN 0147-6580

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Item Type: Article
Official URL: http://www.ny.frb.org/research/epr/
Additional Information: © 1998 The Authors
Library of Congress subject classification: H Social Sciences > H Social Sciences (General)
H Social Sciences > HG Finance
Sets: Departments > Accounting
Departments > Finance
Research centres and groups > Financial Markets Group (FMG)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 07 Aug 2013 14:24
URL: http://eprints.lse.ac.uk/51443/

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