arXiv Open Access 2021

The VAR at Risk

Alfred Galichon

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Abstrak

I show that the structure of the firm is not neutral in respect to regulatory capital budgeted under rules which are based on the Value-at-Risk.

econ.GN

Alfred Galichon

APA MLA BibTeX

Galichon, A. (2021). The VAR at Risk. https://arxiv.org/abs/2102.02577

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