Discussion paper DP2997 Mean Variance Portfolio Allocation with a Value at Risk Constraint Enrique Sentana 17 Oct 2001 Financial Economics G11
Discussion paper DP2161 From Value at Risk to Stress Testing: The Extreme Value Approach François Longin 31 May 1999 Financial Economics C51 G28
Discussion paper DP1667 The Comparative Analysis of Settlement Systems Shuji Kobayakawa 30 Jul 1997 Financial Economics G29