Plausible operational value-at-risk calculations for management decision making
Year of publication: |
2009
|
---|---|
Authors: | Kross, Wilhelm ; Hommel, Ulrich ; Wiethuechter, Martin |
Published in: |
The VaR implementation handbook. - New York, NY [u.a.] : McGraw-Hill Professional, ISBN 0-07-161513-X. - 2009, p. 85-104
|
Subject: | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Entscheidung | Decision | Management | Bank | Theorie | Theory |
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