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~isPartOf:"Innovations in risk management : seminal papers from the Journal of Risk"
~isPartOf:"Journal of financial intermediation"
~isPartOf:"Journal of financial services research : JFSR"
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Innovations in risk management : seminal papers from the Journal of Risk
Journal of financial intermediation
Journal of financial services research : JFSR
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Knightian uncertainty and interbank lending
Pritsker, Matthew
- In:
Journal of financial intermediation
22
(
2013
)
1
,
pp. 85-105
Persistent link: https://www.econbiz.de/10009710630
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Evaluating value at risk methodologies : accuracy versus computational time
Pritsker, Matthew
- In:
Journal of financial services research : JFSR
12
(
1997
)
2
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pp. 201-242
Persistent link: https://www.econbiz.de/10001233697
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Improving grid-based methods for estimating value-at-risk of fixed-income portfolios
Gibson, Michael S.
;
Pritsker, Matthew
- In:
Innovations in risk management : seminal papers from …
,
(pp. 149-177)
.
2004
Persistent link: https://www.econbiz.de/10002600263
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