Counterparty risk allocation
Rainer Baule
| Year of publication: |
2022
|
|---|---|
| Authors: | Baule, Rainer |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 25.2022, 1, p. 49-74
|
| Subject: | conditional value-at-risk | counterparty risk | expected shortfall | ill-posedness | spectral risk measures | Theorie | Theory | Finanzdienstleistung | Financial services | Risikomaß | Risk measure | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Tourismusregion | Tourism destination | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549681