The axiomatic approach to risk measures for capital determination
Hans Föllmer and Stefan Weber
| Year of publication: |
2015
|
|---|---|
| Authors: | Föllmer, Hans ; Weber, Stefan |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 7.2015, p. 301-337
|
| Subject: | Kapitalbedarf | Capital requirements | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Messung | Measurement | Risikopräferenz | Risk attitude |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-111914-042031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011567575