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

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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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An: 128705089
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PubType: Academic Journal
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  Data: Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk.
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  Data: <searchLink fieldCode="JN" term="%22Risks%22">Risks</searchLink>. Mar2018, Vol. 6 Issue 1, p17. 18p.
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        Value: 10.3390/risks6010017
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      – Code: eng
        Text: English
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        PageCount: 18
        StartPage: 17
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      – TitleFull: Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk.
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            NameFull: Hitaj, Asmerilda
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            NameFull: Mateus, Cesario
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              Text: Mar2018
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