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type:"article"
~isPartOf:"IMA journal of management mathematics"
~person:"Date, P."
~person:"Korn, Ralf"
~person:"Post, Thierry"
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A worst-case approach for interest rate stresses and stock crashes
Beißer, Marcel
;
Geisinger, Leander
;
Korn, Ralf
- In:
IMA journal of management mathematics
33
(
2022
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10013253394
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2
Value-at-Risk for fixed-income portfolios : a Kalman filtering approach
Date, P.
;
Bustreo, R.
- In:
IMA journal of management mathematics
27
(
2016
)
4
,
pp. 557-573
Persistent link: https://www.econbiz.de/10011740023
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