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isPartOf:"Journal of banking & finance"
subject:"Risiko"
~person:"Brandtner, Mario"
~person:"Edirisinghe, Chanaka"
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Risiko
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Brandtner, Mario
Edirisinghe, Chanaka
Armstrong, John
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Journal of banking & finance
International journal of production economics
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Scandinavian actuarial journal
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Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
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Risk assessment based on the analysis of the impact of contagion flow
Edirisinghe, Chanaka
;
Gupta, Aparna
;
Roth, Wendy
- In:
Journal of banking & finance
60
(
2015
),
pp. 209-223
Persistent link: https://www.econbiz.de/10011544999
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