Title of article
A general approach to integrated risk management with skewed, fat-tailed risks
Author/Authors
Joshua V. Rosenberg، نويسنده , , Til Schuermann، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
46
From page
569
To page
614
Keywords
Market Risk , Credit risk , Operational risk , Copula , Risk diversification
Journal title
Journal of Financial Economics
Serial Year
2006
Journal title
Journal of Financial Economics
Record number
257814
Link To Document