TY  - JOUR
U1  - Zeitschriftenartikel, wissenschaftlich - begutachtet (reviewed)
A1  - Breuer, Thomas
A1  - Csiszar, Imre
T1  - Systematic stress tests with entropic plausibility constraints
JF  - Journal of Banking & Finance
KW  - Model risk
KW  - Multiple priors
KW  - Relative entropy
KW  - Risk measures
KW  - Scenario analysis
KW  - Worst case
Y1  - 2013
SN  - 0378-4266
SS  - 0378-4266
U6  - https://doi.org/10.1016/j.jbankfin.2012.04.013
DO  - https://doi.org/10.1016/j.jbankfin.2012.04.013
VL  - 37. Jg.
IS  - H. 5
SP  - 1552
EP  - 1559
ER  -