The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
Year of publication: |
2010
|
---|---|
Other Persons: | Diebold, Francis X. (contributor) |
Publisher: |
Princeton : Princeton Univ. Pr. |
Subject: | Risikomanagement | Finanzwirtschaft |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
-
Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques, (2007)
-
Systemic risk assessment and oversight
Chan-Lau, Jorge A., (2013)
-
The Validation of Risk Models : A Handbook for Practitioners
Scandizzo, Sergio, (2016)
- More ...
-
Cointegration and Long-Horizon Forecasting
Diebold, Francis X., (1997)
-
Stock returns and expected business conditions: Half a century of direct evidence
Campbell, Sean D., (2005)
-
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W., (2004)
- More ...