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Journal of Banking & Finance
Discussion paper / B
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical Finance
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Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers
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Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
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International Journal of Theoretical and Applied Finance (IJTAF)
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Risk : managing risk in the world's financial markets
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Universität Bonn - Sonderforschungsbereich 303
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Finance and Stochastics
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Princeton series in finance
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
Frey, Rudiger
;
McNeil, Alexander J.
- In:
Journal of Banking & Finance
26
(
2002
)
7
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10005213230
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