Appropriate risk measures, time horizon and valuation principles in economic capital models
Gaston Siegelaer; Henrico Wanders
| Year of publication: |
2006
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|---|---|
| Authors: | Siegelaer, Gaston ; Wanders, Henrico |
| Published in: |
Economic capital modelling : concepts, measurement and implementation. - London : Risk Books, ISBN 1-904339-39-5. - 2006, p. 59-78
|
| Subject: | Theorie | Theory | Messung | Measurement | Risikomaß | Risk measure | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003537459