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The analytics of risk model validation
Cambridge working papers in economics
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
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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
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