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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Allen, David E."
~subject:"Kreditrisiko"
~subject:"Kreditwürdigkeit"
~subject:"Risk"
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Allen, David E.
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European journal of operational research : EJOR
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.
;
Powell, R. J.
;
Singh, Abhay Kumar
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 465-475
Persistent link: https://www.econbiz.de/10011436713
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