The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor" /
Danielsson, Jon.
Hartmann, Philipp.
Vries, Casper G. de.
London School of Economics and Political Science.Financial Markets Group.
London : LSE Financial Markets Group,
[1998]
"February 1998."
Includes bibliographical references (p. 10).
Bank capital