Recent Advances in Credit Risk Management

DOI10.1007/978-3-7908-2050-8_10zbMath1154.91497OpenAlexW7162431MaRDI QIDQ3606100

Frances Cowell, Stefan Trück, Borjana Racheva

Publication date: 26 February 2009

Published in: Contributions to Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2050-8_10

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cites Work

• Coherent Measures of Risk
• DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY
• Stable ETL Optimal Portfolios and Extreme Risk Management
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