Validation of stress testing models
Joseph L. Breeden
| Year of publication: |
2008
|
|---|---|
| Authors: | Breeden, Joseph L. |
| Published in: |
The analytics of risk model validation. - Amsterdam : Academic Press, ISBN 978-0-7506-8158-2. - 2008, p. 13-25
|
| Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003868666