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Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk

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  • Evert Wipplinger

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  • Evert Wipplinger, 2007. "Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 397-398, September.
  • Handle: RePEc:kap:fmktpm:v:21:y:2007:i:3:p:397-398
    DOI: 10.1007/s11408-007-0057-3
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    Cited by:

    1. Giacomo Bormetti & Sofia Cazzaniga, 2011. "Multiplicative noise, fast convolution, and pricing," Papers 1107.1451, arXiv.org.
    2. Dora Balog, 2011. "Capital allocation in financial institutions: the Euler method," IEHAS Discussion Papers 1126, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
    3. Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2014. "Estimating Liquidity Risk Using The Exposure‐Based Cash‐Flow‐At‐Risk Approach: An Application To The Uk Banking Sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(3), pages 225-238, July.

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