"Take it to the limit: Innovative CVaR applications to extreme credit risk ..."

David E. Allen, Robert J. Robert, Abhay K. Singh (2016)

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DOI: 10.1016/J.EJOR.2014.12.017

access: closed

type: Journal Article

metadata version: 2022-04-26

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David E. Allen, Robert J. Robert, Abhay K. Singh:
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. Eur. J. Oper. Res. 249(2): 465-475 (2016)

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