Ansätze zum Backtesting des Expected Shortfalls
Stefan Ebenfeld
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Ebenfeld, Stefan |
| Published in: |
Marktrisikoregulierung im Umbruch. - Köln : Bank-Verlag GmbH, ISBN 3-86556-475-5. - 2016, p. 103-119
|
| Subject: | Risikomaß | Risk measure | Validierung | Validation | Basler Akkord | Basel Accord | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596630