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Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature

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  • Linda Allen
  • Anthony Saunders
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    File URL: http://hdl.handle.net/10.1023/B:FINA.0000037545.38154.8a
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    Article provided by Springer & Western Finance Association in its journal Journal of Financial Services Research.

    Volume (Year): 26 (2004)
    Issue (Month): 2 (October)
    Pages: 161-191

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    Handle: RePEc:kap:jfsres:v:26:y:2004:i:2:p:161-191
    DOI: 10.1023/B:FINA.0000037545.38154.8a
    Contact details of provider: Web page: http://www.springer.com

    Web page: http://westernfinance.org/

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    Order Information: Web: http://www.springer.com/journal/10693

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