11-053/2 - Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation

  • Authors
    Zhen Shi, University of Melbourne, and Netspar; Bas J.M. Werker, CentER, Tilburg University, Duisenberg School of Finance, and Netspar
  • Publication date
    March 17, 2011
  • Keywords
    Portfolio Choice, Value-at-Risk, Pension Funds
  • JEL
    G11, G23
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