Comparing simulation models for market risk stress testing
Sanjay Basu
| Year of publication: |
2011
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|---|---|
| Authors: | Basu, Sanjay |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 213.2011, 1 (16.8.), p. 329-339
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| Subject: | Simulation | Theorie | Theory | Risikomanagement | Risk management | Marktrisiko | Market risk | Stresstest | Stress test | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009159261