Use of value at risk by institutional investors
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References listed on IDEAS
- Katerina Simons, 1997. "Model error," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 17-28.
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- Jay Pil Choi & Marcel Thum, 2004.
"The Economics of Repeated Extortion,"
RAND Journal of Economics,
The RAND Corporation, pages 203-223.
- Jay Pil Choi & Marcel Thum, 1998. "The Economics of Repeated Extortion," CESifo Working Paper Series 172, CESifo Group Munich.
- Broll, Udo & Wahl, Jack E., 2003. "Value at risk, bank equity and credit risk," Dresden Discussion Paper Series in Economics 04/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Broll, Udo & Wahl, Jack E., 2006. "Value at risk, Equity and Diversification," Dresden Discussion Paper Series in Economics 03/06, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Broll Udo & Wahl Jack E., 2003. "Value at Risk and Bank Equity / Value at Risk und Eigenkapitalausstattung von Banken," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, pages 129-135.
- Udo Broll & Anna Sobiech & Jack E. Wahl, 2012. "Banking Firm, Equity and Value at Risk," Contemporary Economics, University of Finance and Management in Warsaw.
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