Correlation and dependency in risk management:properties and pitfalls

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  • Daniel Yannik Straumann
Risk management
Original languageEnglish
Title of host publicationRisk management: value at risk and beyond
PublisherCambridge University Press
Publication date2001
Pages?
Publication statusPublished - 2001

ID: 163263