Correlation and diversification effects in operational risk modelling
Antoine Frachot, Thierry Roncalli, Eric Salomon
| Year of publication: |
2005
|
|---|---|
| Authors: | Frachot, Antoine ; Roncalli, Thierry ; Salomon, Eric |
| Published in: |
Operational risk : practical approaches to implementation. - London : Risk Books, ISBN 1-904339-46-8. - 2005, p. 23-37
|
| Subject: | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Korrelation | Correlation | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003285527