Spectral risk measure
Results: 12
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11![]() | SPECTRAL RISK MEASURES FOR CREDIT PORTFOLIOS CLAUDIO ALBANESE AND STEPHAN LAWI A BSTRACT. In this article, we experiment with several different risk measures such as standard deviation, value-at-risk, expected shortfallAdd to Reading ListSource URL: www.albanese.co.ukLanguage: English - Date: 2014-03-17 15:14:17 |
12![]() | PDF DocumentAdd to Reading ListSource URL: laurent.jeanpaul.free.frLanguage: English - Date: 2007-07-19 18:18:07 |