An Extreme Value Theory Approach to Calculating Minimum...

An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements

BROOKS, CHRIS, CLARE, ANDREW D., PERSAND, GITA
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Volume:
3
Language:
english
Journal:
The Journal of Risk Finance
DOI:
10.1108/eb043485
Date:
January, 2002
File:
PDF, 894 KB
english, 2002
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