On the Aggregation of Local Risk Models for Global Risk Management
Year of publication: |
[2008]
|
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Authors: | Goldberg, Lisa R. |
Other Persons: | Kercheval, Alec N. (contributor) ; Anderson, C. Greg (contributor) ; Miller, Guy (contributor) ; Sorge, Kathy (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Risk, Vol. 8, No. 1, 2005 |
Other identifiers: | 10.2139/ssrn.402960 [DOI] |
Classification: | C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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