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An extreme value theory approach to calculating minimum capital risk requirements

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Brooks, C., Clare, A.D. and Persand, G. (2002) An extreme value theory approach to calculating minimum capital risk requirements. Journal of Risk Finance, 3 (2). pp. 22-33. ISSN 1526-5943

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To link to this article DOI: 10.1108/eb043485


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:24159
Publisher:Emerald
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