Enterprise risk management in financial groups: analysis of risk concentration and default risk
| Year of publication: |
2008
|
|---|---|
| Authors: | Gatzert, Nadine ; Schmeiser, Hato ; Schuckmann, Stefan |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 22.2008, 3, p. 241-258
|
| Publisher: |
Springer |
| Subject: | Enterprise risk management | Copulas | Financial groups | Joint default risk |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005722919