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Papers received as of Mon Jul  1 00:01:56 CDT 2002.
(To retrieve abstracts without full papers, use e.g.    get 0207001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-mhet/0207001
From: glyn@contingencyanalysis.com
Date: Thu, 8 Aug 2002 13:02:45 -0500   ( 0kb + 183kb )

Title: History of Value-at-Risk: 1922-1998
Author: Glyn A. Holton
Contact: glyn@contingencyanalysis.com
Comments: Type of Document - PDF format; prepared on IBM - PC; pages: 27
; figures: Included. This working paper has been posted to solicit
comments from regulators and practitioners who may have used early VaR
measures.
Keywords: value-at-risk history
JEL: B29
EWPA-references:
Report-no: GAH-2002-01
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