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~person:"Aas, Kjersti"
~person:"Bernard, Carole"
~subject:"Factor analysis"
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Factor analysis
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Aas, Kjersti
Bernard, Carole
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Finance and stochastics
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The journal of credit risk : published quarterly by Incisive Media
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Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
2
A new robust importance-sampling method for measuring value-at-risk and expected shortfall alloctions for credit portfolios
Reitan, Trond
;
Aas, Kjersti
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
4
,
pp. 113-149
Persistent link: https://www.econbiz.de/10008807720
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