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~person:"Peters, Jean-Philippe"
~person:"Bielecki, Tomasz R."
~source:"econis"
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Peters, Jean-Philippe
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Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
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2
Basel II and operational risk : implications for risk measurement and management in the financial sector
Chapelle, Ariane
;
Crama, Yves
;
Hübner, Georges
; …
-
2004
management actions on bank profitability, through a measure of
RAROC
adapted to operational risk. The results suggest that …
Persistent link: https://www.econbiz.de/10011626236
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