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The VAR at Risk
- Source :
- International Journal of Theoretical and Applied Finance 13-4 (2010) pp. 503-506
- Publication Year :
- 2021
-
Abstract
- 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.<br />Comment: 4 Pages
- Subjects :
- Economics - General Economics
Subjects
Details
- Database :
- arXiv
- Journal :
- International Journal of Theoretical and Applied Finance 13-4 (2010) pp. 503-506
- Publication Type :
- Report
- Accession number :
- edsarx.2102.02577
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1142/S0219024910005875