Economic capital model validation : a comparative study
Zhenya Hu; Amnon Levy; Jing Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Hu, Zhenya ; Levy-Livermore, Amnon ; Zhang, Jing |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 7.2013, 1, p. 3-23
|
| Subject: | Ausfallrisiko (default risk) | Risiko | Risk | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009770144