![Open access](/images/ico/o.png)
![](/images/ico/ico5.png)
Author: Bernardi Mauro Petrella Lea
Publisher: MDPI
E-ISSN: 1911-8074|8|2|198-226
ISSN: 1911-8074
Source: Journal of Risk and Financial Management, Vol.8, Iss.2, 2015-04, pp. : 198-226
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/o.png)
![](/images/ico/ico5.png)
Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
By Hitaj Asmerilda Mateus Cesario Peri Ilaria
Risks, Vol. 6, Iss. 1, 2018-03 ,pp. :
![](/images/ico/o.png)
![](/images/ico/ico5.png)
Publisher’s Note:
By Lin Shu-Kun
Journal of Risk and Financial Management, Vol. 6, Iss. 1, 2013-10 ,pp. :
![](/images/ico/o.png)
![](/images/ico/ico5.png)
Tail Risk in Commercial Property Insurance
Risks, Vol. 2, Iss. 4, 2014-09 ,pp. :
![](/images/ico/o.png)
![](/images/ico/ico5.png)
When the U.S. Stock Market Becomes Extreme?
Risks, Vol. 2, Iss. 2, 2014-05 ,pp. :
![](/images/ico/o.png)
![](/images/ico/ico5.png)
U.S. Equity Mean-Reversion Examined
Risks, Vol. 1, Iss. 3, 2013-12 ,pp. :