๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

International working capital practices in the UK

โœ Scribed by Cecilia Ricci; Nino Vito


Book ID
108559612
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
316 KB
Volume
6
Category
Article
ISSN
1354-7798

No coin nor oath required. For personal study only.


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Internal vs. external risk measures: How
โœ Martin Eling; Luisa Tibiletti ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 621 KB

We compare capital requirements derived from tail conditional expectation (TCE) with those derived from the tail conditional median (TCM). In theory, TCE is higher than TCM for most distributions commonly used in finance and at fixed confidence levels; however, we find that in empirical data, there