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Mathematical finance / Economics / Finance / RiskMetrics / Modern portfolio theory / Credit risk / Expected shortfall / Risk / Merton Model / Financial risk / Actuarial science / Financial economics


CVaR and credit risk measurement
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Document Date: 2013-01-16 21:50:21


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City

Cairns / Boston / /

Company

John Wiley and Sons Ltd. / Insurance Media Metals & Mining Pharmaceuticals / Australian Stock Exchange / J.P. Morgan / Wilson / Xing / Allen DE / CVaR / Staples / Credit Risk Management / Portfolio Management / Coleman / Reuters / /

Country

Australia / /

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Facility

University of Minnesota / Edith Cowan University / /

IndustryTerm

insurance industry / /

MarketIndex

AOI 500 / /

Organization

CDD / Congress / Capital Goods / School of Management / School of Accounting / Finance and Economics / CVaR Rankings / Simulation Society of Australia and New Zealand / Edith Cowan University / Modelling and Simulation Society of Australia / University of Minnesota / /

Person

Bharath / /

Position

General / /

Product

CVaR / Mauser / /

ProvinceOrState

Minnesota / /

PublishedMedium

Journal of Finance / Journal of Financial Economics / Australian Journal of Management / /

Region

Western Australia / /

Technology

Biotechnology / Retailing 17 12 13 4 16 11 11 5 Technology / Simulation / /

URL

http /

SocialTag