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Tasche, Dirk
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Acerbi, Carlo
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Journal of Banking & Finance
Papers / arXiv.org
26
Journal of banking & finance
4
The journal of credit risk : published quarterly by Incisive Media
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Risk : managing risk in the world's financial markets
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Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
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The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
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On the coherence of expected shortfall
Acerbi, Carlo
;
Tasche, Dirk
- In:
Journal of Banking & Finance
26
(
2002
)
7
,
pp. 1487-1503
Persistent link: https://www.econbiz.de/10005201097
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2
Expected shortfall and beyond
Tasche, Dirk
- In:
Journal of Banking & Finance
26
(
2002
)
7
,
pp. 1519-1533
Persistent link: https://www.econbiz.de/10005213634
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