مرکز منطقه ای اطلاع رساني علوم و فناوري - A general approach to integrated risk management with skewed, fat-tailed risks

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 :

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 :