Building a coherent risk measurement and capital optimisation model for financial firms
Tim Shepheard-Walwyn and Robert Litterman
| Year of publication: |
1998
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| Authors: | Shepheard-Walwyn, Tim ; Litterman, Robert Bruce |
| Published in: |
Economic policy review. - New York, NY, ISSN 1932-0426, ZDB-ID 12254368. - Vol. 4.1998, 3, p. 171-182
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| Series: | |
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| Type of publication: | Article |
| Language: | English |
| Notes: | Kommentar S. 187 - 188 |
| Source: |
Persistent link: https://www.econbiz.de/10009921363