The Ten Commandments for Managing Value-at-Risk under the Basel II Accord
Jiménez-Martin, Juan-Angel, McAleer, Michael, Perez Amaral, TeodosioYear:
2009
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1356803
File:
PDF, 39 KB
english, 2009