Correlation and dependency in risk management:properties and pitfalls

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

Standard

Correlation and dependency in risk management:properties and pitfalls. / Straumann, Daniel Yannik.

Risk management: value at risk and beyond. Cambridge University Press, 2001. s. ?.

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

Harvard

Straumann, DY 2001, Correlation and dependency in risk management:properties and pitfalls. i Risk management: value at risk and beyond. Cambridge University Press, s. ?.

APA

Straumann, D. Y. (2001). Correlation and dependency in risk management:properties and pitfalls. I Risk management: value at risk and beyond (s. ?). Cambridge University Press.

Vancouver

Straumann DY. Correlation and dependency in risk management:properties and pitfalls. I Risk management: value at risk and beyond. Cambridge University Press. 2001. s. ?

Author

Straumann, Daniel Yannik. / Correlation and dependency in risk management:properties and pitfalls. Risk management: value at risk and beyond. Cambridge University Press, 2001. s. ?

Bibtex

@inbook{23cb1fb074c711dbbee902004c4f4f50,
title = "Correlation and dependency in risk management:properties and pitfalls",
abstract = "Risk management",
author = "Straumann, {Daniel Yannik}",
year = "2001",
language = "English",
pages = "?",
booktitle = "Risk management: value at risk and beyond",
publisher = "Cambridge University Press",
address = "United Kingdom",

}

RIS

TY - CHAP

T1 - Correlation and dependency in risk management:properties and pitfalls

AU - Straumann, Daniel Yannik

PY - 2001

Y1 - 2001

N2 - Risk management

AB - Risk management

M3 - Book chapter

SP - ?

BT - Risk management: value at risk and beyond

PB - Cambridge University Press

ER -

ID: 163263