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Operational risk dependencies and the determination of risk capital
Mittnik, Stefan, (2013)
New frontiers in the regulatory advanced measurement approach
Sekeris, Evan G., (2012)
Estimating operational risk capital with greater accuracy, precision and robustness
Opdyke, John Douglas, (2014)
Estimating operational risk capital : the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics
Opdyke, John Douglas, (2012)
Comparing sharpe ratios : so where are the p-values?
Opdyke, John Douglas, (2007)