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Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk.

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Bibliographic Details
Title: Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk.
Authors: Hitaj, Asmerilda1 asmerilda.hitaj1@unimib.it, Mateus, Cesario2 C.Mateus@greenwich.ac.uk, Peri, Ilaria3 i.peri@bbk.ac.uk
Source: Risks. Mar2018, Vol. 6 Issue 1, p17. 18p.
Database: Business Source Ultimate
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ISSN:22279091
DOI:10.3390/risks6010017