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Advances in portfolio construction and implementation
Satchell, Stephen, (2003)
An introduction to operational risk
Kaiser, Thomas, (2006)
Governance, risk and compliance handbook : technology, finance, environmental, and international guidance and best practices
Tarantino, Anthony, (2008)
Modelling volatile time series with v-transforms and copulas
McNeil, Alexander J., (2021)
Estimation of tail-related risk measures for heteroscedastic financial time series : an extreme value approach
McNeil, Alexander J., (2000)
VaR and expected shortfall in portfolios of dependent credit risks: conceptual and practical insights
Frey, RĂ¼diger, (2002)