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Francis X. Diebold , Neil A. Doherty , Richard J. Herring

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...

David A. Zimmerman

During the economic depression of the 1890s and the speculative frenzy of the following decade, Wall Street, high finance, and market crises assumed unprecedented visibility in the United States....