Model risk as multiplicative risk factor
Stefan Huschens and Gerhard Stahl
| Year of publication: |
2022
|
|---|---|
| Authors: | Huschens, Stefan ; Stahl, Gerhard |
| Published in: |
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge. - Hackensack, NJ : World Scientific, ISBN 978-1-80061-190-0. - 2022, p. 247-267
|
| Subject: | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9781800611917_0011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336238