00981nam0 22002771i 450 990003161510403321000316151FED01000316151(Aleph)000316151FED0100031615120011128d1998----km-y0itay50------baeng<<The >>cost of conservatismextreme returns, value-at-risk, and the basle "multiplication factor"by Jon Danielsson, Philipp Hartmann and Caspar G. de VriesLondonLSE Financial Markets Group199810 p.30 cmSpecial paper / LSE Financial Markets Group100Danielsson,Jón375914Hartmann,Philipp120696Vries,Caspar G. de375915London School of Economics and Political Science. Financial Markets GroupITUNINARICAUNIMARCBK990003161510403321SESCost of conservatism459003UNINA