English, Article, Journal or magazine article edition: The var at risk Alfred Galichon

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Bookmark: http://trove.nla.gov.au/version/105194
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The var at risk
Author
  • Alfred Galichon
Physical Description
  • preprint
Notes
  • I show that the structure of the firm is not neutral in respect to regulatory capital budgeted under rules which are based on the Value-at-Risk.
  • RePEc:hal:wpaper:hal-00401793_v1
Language
  • English
Contributed by
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