How Risky is the Value at Risk?

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CHIRIAC, Roxana, Winfried POHLMEIER, 2010. How Risky is the Value at Risk?

@techreport{Chiriac2010Risky-36768, series={The Rimini Centre for Economic Analysis}, title={How Risky is the Value at Risk?}, year={2010}, number={WP 10-07}, author={Chiriac, Roxana and Pohlmeier, Winfried} }

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