Building a coherent risk measurement and capital optimisation model for financial firms
Year of publication: |
1998
|
---|---|
Authors: | Shepheard-Walwyn, Tim |
Other Persons: | Litterman, Robert Bruce (contributor) |
Published in: |
Economic policy review. - New York, NY, ISSN 1932-0426, ZDB-ID 1225436-8. - Vol. 4.1998, 3, p. 171-182
|
Subject: | Bankrisiko | Bank risk | Messung | Measurement | Bilanzstrukturmanagement | Asset-liability management | Theorie | Theory |
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