Robust capital requirements with model risk
Pauline Barrieu; Claudia Ravanelli
| Year of publication: |
2015
|
|---|---|
| Authors: | Barrieu, Pauline ; Ravanelli, Claudia |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 44.2015, 1, p. 1-28
|
| Subject: | Risikomaß | Risk measure | Modellierung | Scientific modelling | Kapitalmarktrendite | Capital market returns | 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/10011342102