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type:"article"
isPartOf:"Journal of risk management in financial institutions"
~subject:"Theory"
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~person:"Albanese, Claudio"
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Journal of risk management in financial institutions
Quantitative finance
International journal of theoretical and applied finance
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Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
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