A copula-based simulation model for supply portfolio risk
Halis Sak; Çağrı Haksöz
| Year of publication: |
2011
|
|---|---|
| Authors: | Sak, Halis ; Haksöz, Çağrı |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 6.2011, 3, p. 15-38
|
| Subject: | Rohstoffhandel | Commodity trade | Metall | Metal | Lieferkette | Supply chain | Vertragsrecht | Contract law | Rohstoffpreis | Commodity price | Risikomanagement | Risk management | Simulation | Multivariate Verteilung | Multivariate distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009374121