Equilibrium Impact of Value at Risk
Informazioni aggiuntive
Autori
Leippold M.,
rojani F.,
VANINI P.
Tipo
Articolo pubblicato in rivista scientifica
Anno
2003
Lingua
Inglese
Abstract
Paper was awarded the Oustanding Paper Award from the German Finance Association, Annual Meeting 2003, Mainz, Germany
Rivista
Submitted Review of Financial Studies