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| 1. | Credit Risk Contributions to Value-at-Risk and Expected Shortfall
Publishing author: TASCHE Dirk
Co-author(s): KURTH Alexandre
Working paper (2002) - English
Online since 2003.01.27 at 19:25:39 -
378 download(s) - 5
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 245 KB) - Zip version (197 KB) |
| | 2. | Risk contributions and performance measurement
Publishing author: TASCHE Dirk
Co-author(s):
Working paper (1999 - Munich University of Technology) - English
Online since 2003.01.16 at 17:51:13 -
458 download(s) - 6
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 304 KB) - Zip version (238 KB) |
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