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person:"Christoffersen, Peter F."
~person:"Rosazza Gianin, Emanuela"
~subject:"Bank risk"
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Bank risk
Risikomaß
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Christoffersen, Peter F.
Rosazza Gianin, Emanuela
Broll, Udo
9
Wahl, Jack E.
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McAleer, Michael
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Daníelsson, Jón
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Guégan, Dominique
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European journal of operational research : EJOR
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
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Capital allocation à la Aumann-Shapley for non-differentiable risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 667-675
Persistent link: https://www.econbiz.de/10011812548
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