Volltext-Downloads (blau) und Frontdoor-Views (grau)
  • search hit 35 of 366
Back to Result List

Systematic stress tests with entropic plausibility constraints

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Thomas Breuer, Imre Csiszar
DOI:https://doi.org/10.1016/j.jbankfin.2012.04.013
ISSN:0378-4266
Parent Title (English):Journal of Banking & Finance
Document Type:Article
Language:English
Year of publication:2013
Release Date:2018/11/22
Tag:Model risk; Multiple priors; Relative entropy; Risk measures; Scenario analysis; Worst case
Volume:37. Jg.
Issue:H. 5
First Page:1552
Last Page:1559
Organisationseinheit:Forschung / Forschungszentrum Business Informatics
Publicationlist:Breuer, Thomas