Accurate minimum capital risk requirements : a comparison of several approaches
A. Grané; H. Veiga
Year of publication: |
2008
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Authors: | Grané, A. ; Veiga, H. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 11, p. 2482-2492
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Subject: | Risikomanagement | Risk management | Kapitalbedarf | Capital requirements | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | Theorie | Theory |
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