The emperor has no clothes: Limits to risk modelling

Journal of Banking and Finance

Volumn 26, Issue 7, 2002, Pages 1273-1296

  Daníelsson, Jón ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Capital adequacy; Financial regulations; Risk models; Value at risk

Indexed keywords

EID: 0036074264     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(02)00263-7     Document Type: Article

References (27)

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