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The emperor has no clothes: Limits to risk modelling

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Danielsson, Jon

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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 26 (2002)
Issue (Month): 7 (July)
Pages: 1273-1296
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Handle: RePEc:eee:jbfina:v:26:y:2002:i:7:p:1273-1296

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  1. Funk, Matt, 2007. "On the Problem of Dependent People: hyperbolic discounting in Atlantic Canadian island jurisdictions," MPRA Paper 14522, University Library of Munich, Germany. [Downloadable!]
  2. Edgardo Barandiarán, 2003. "El Prestamista de Última Instancia en la Nueva Industria Bancaria," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 337-358. [Downloadable!]
  3. Byström, Hans, 2001. "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers 2001:19, Lund University, Department of Economics.
  4. Kurt Hess & Arthur Grimes & Mark J. Holmes, 2008. "Credit Losses in Australasian Banking," Working Papers in Economics 08/10, University of Waikato, Department of Economics. [Downloadable!]
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  5. Martin Cincibuch, 2002. "Distributions Implied by Exchange Traded Options: A Ghost’s Smile?," CERGE-EI Working Papers wp200, The Center for Economic Research and Graduate Education - Economic Institute, Prague. [Downloadable!]
  6. Luca Erzegovesi, 2002. "VaR and Liquidity Risk.Impact on Market Behaviour and Measurement Issues," Alea Tech Reports 014, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
  7. Frank Milne, 2008. "Credit Crises, Risk Management Systems and Liquidity Modelling," Working Papers 1, John Deutsch Institute for the Study of Economic Policy. [Downloadable!]
  8. Stefano Benati & M. Tavernini, 1998. "A new lagrangean heuristic for the generalized assignment problem," Quaderni DISA 014, Department of Computer and Management Sciences, University of Trento, Italy.
  9. Terence D.Agbeyegbe, 2003. "The tail behavior of stock index return on the Jamaican Stock Exchange," Hunter College Department of Economics Working Papers 305, Hunter College: Department of Economics. [Downloadable!]
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