From Basel II to Basel III: effectively measuring market risk using expected shortfall in lieu of value at risk, with international diversification effects

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Keywords	Basel III, Diversification, Value at risk, Market risk
Thesis Advisor	Huurman, C.I., Draus, S.R.
Persistent URL	hdl.handle.net/2105/31685
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Schier, A.T. (2015, July 28). From Basel II to Basel III: effectively measuring market risk using expected shortfall in lieu of value at risk, with international diversification effects. Finance & Investments. Retrieved from http://hdl.handle.net/2105/31685

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