A one-sided Vysochanskii-Petunin inequality with financial applications
Mathieu Mercadier, Frank Strobel
| Year of publication: |
2021
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|---|---|
| Authors: | Mercadier, Mathieu ; Strobel, Frank |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 295.2021, 1 (16.11.), p. 374-377
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| Subject: | Finance | OR in banking | Risk analysis | Risk management | Risikomanagement | Bankrisiko | Bank risk | Theorie | Theory | Finanzmarkt | Financial market | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.02.041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012595995