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Recent advances in credit risk management
Cowell, Frances; Racheva, Borjana; Trück, Stefan - In: Risk assessment : decisions in banking and finance, (pp. 215-234). 2008
Persistent link: https://www.econbiz.de/10003781668
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Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.; Martin, R. Douglas; Racheva, Borjana - In: Risk assessment : decisions in banking and finance, (pp. 235-262). 2008
Persistent link: https://www.econbiz.de/10003781774