An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements

Chris Brooks, Andrew D. Clare and Gita Persand

Journal of Risk Finance, 2002, vol. 3, issue 2, 22-33

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Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb043485

DOI: 10.1108/eb043485

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