The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice / Francis X. Diebold, Neil A. Doherty, Richard J. Herring, editors.

A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Other Authors:	Diebold, Francis X., 1959-, Doherty, Neil A., Herring, Richard
Format:	eBook
Language:	English
Published:	Princeton, N.J. : Princeton University Press, ©2010.
Subjects:	Financial risk management. Risk management.