LEADER 00981nam0 22002771i 450 001 990003161510403321 035 $a000316151 035 $aFED01000316151 035 $a(Aleph)000316151FED01 035 $a000316151 100 $a20011128d1998----km-y0itay50------ba 101 0 $aeng 200 1 $a<>cost of conservatism$eextreme returns, value-at-risk, and the basle "multiplication factor"$fby Jon Danielsson, Philipp Hartmann and Caspar G. de Vries 210 $aLondon$cLSE Financial Markets Group$d1998 215 $a10 p.$c30 cm 225 1 $aSpecial paper / LSE Financial Markets Group$v100 700 1$aDanielsson,$bJón$0375914 701 1$aHartmann,$bPhilipp$0120696 701 1$aVries,$bCaspar G. de$0375915 712 02$aLondon School of Economics and Political Science. Financial Markets Group 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990003161510403321 959 $aSES 996 $aCost of conservatism$9459003 997 $aUNINA