The pernicious effects of contaminated data in risk management

Journal of Banking and Finance

Volumn 35, Issue 10, 2011, Pages 2569-2583

  Frésard, Laurent ^a   Pérignon, Christophe ^a   Wilhelmsson, Anders ^b  

^a HEC PARIS   (France)

^b LUND UNIVERSITY   (Sweden)

Author keywords

Backtesting; Profit and loss; Proprietary trading; Regulatory capital; Value at risk

Indexed keywords

EID: 79960918942     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2011.02.013     Document Type: Article

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