There is a requirement for decisions taken by risk managers in investment banks to be based upon reliable measures.
Professor of Finance,Research Associate, Edhec Risk and Asset Management Research Centre
|Type :||Working paper|
|Date :||le 07/03/2005|
|Extra information :||For more information, please contact Séverine Anjubault, EDHEC Research and Development Department [ email@example.com ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|