Calculating concentration-sensitive capital charges with conditional value-at-risk

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Bibliographische Detailangaben
Veröffentlicht in:	Operations research proceedings 2003
1. Verfasser:	Tasche, Dirk (VerfasserIn)
Weitere Verfasser:	Theiler, Ursula (VerfasserIn)
Pages:	2003
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2004
Schlagworte:	Kreditrisiko > Basler Akkord > Theorie > Risikomaß > Aufsatz im Buch
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