Validation of stress testing models
Year of publication: |
2008
|
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Authors: | Breeden, Joseph L. |
Published in: |
The analytics of risk model validation. - Amsterdam : Academic Press, ISBN 978-0-7506-8158-2. - 2008, p. 13-25
|
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory |
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