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type_genre:"Hochschulschrift"
~isPartOf:"Energy economics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of production research"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Journal of risk"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"rus"
~person:"McNeil, Alexander J."
~subject:"Basel Accord"
~subject:"Hedging"
~subject:"Supply chain"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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McNeil, Alexander J.
Ivanov, Dmitry
22
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14
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Energy economics
Insurance / Mathematics & economics
International journal of production research
International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
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2
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
3
Integrated models of capital adequacy : why banks are undercapitalised
Kretzschmar, Gavin L.
;
McNeil, Alexander J.
;
Kirchner, Axel
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2838-2850
Persistent link: https://www.econbiz.de/10008859399
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