Internal vs. External risk measures: how capital requirements differ in practice (Q613362): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.orl.2010.05.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1968436996 / rank | |||
Normal rank | |||
Revision as of 19:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Internal vs. External risk measures: how capital requirements differ in practice |
scientific article |
Statements
Internal vs. External risk measures: how capital requirements differ in practice (English)
0 references
20 December 2010
0 references
risk measures
0 references
tail conditional expectation
0 references
tail conditional median
0 references
value-at-risk
0 references
robust statistics
0 references
