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The validation of equity portfolio risk models
Satchell, Stephen - In: The analytics of risk model validation, (pp. 135-148). 2008
Persistent link: https://www.econbiz.de/10003868695
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The validity of credit risk model validation methods
Christodoulakis, George A.; Satchell, Stephen - In: The analytics of risk model validation, (pp. 27-43). 2008
Persistent link: https://www.econbiz.de/10003868675
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Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - In: The analytics of risk model validation, (pp. 113-133). 2008
Persistent link: https://www.econbiz.de/10003868691