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Journal Articles

The Effect of Asymmetries on Stock Index Return Value‐at‐Risk Estimates

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CHRIS BROOKS, GITA PERSAND
Journal: The Journal of Risk Finance
Journal of Risk Finance (2003) 4 (2): 29–42.
https://doi.org/10.1108/eb022959
Published: 01 January 2003
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Journal Articles

An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements

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CHRIS BROOKS, ANDREW D. CLARE, GITA PERSAND
Journal: The Journal of Risk Finance
Journal of Risk Finance (2002) 3 (2): 22–33.
https://doi.org/10.1108/eb043485
Published: 01 January 2002
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