Testing the accuracy of market risk measures under the Basel accords: an equity portfolio based perspective

Additional Metadata
Keywords	Value at Risk, Basel III, Accuracy
Thesis Advisor	Huurman, C.I., Cosemans, M.M.J.E.
Persistent URL	hdl.handle.net/2105/32900
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	Horvath, D.T. (2016, January 26). Testing the accuracy of market risk measures under the Basel accords: an equity portfolio based perspective. Finance & Investments. Retrieved from http://hdl.handle.net/2105/32900

Testing the accuracy of market risk measures under the Basel accords