Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under parameter uncertainty (English)
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- New search for: Claußen, Arndt
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- New search for: Claußen, Arndt
- Further information on Claußen, Arndt:
- http://d-nb.info/gnd/105443719X
2015
- Theses / Electronic Resource
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Title:Essays on risk management of financial institutions : systematic risk, cross-sectional pricing of risk factors, parameter errors affecting risk measures, and credit decisions under parameter uncertainty
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Contributors:Claußen, Arndt ( author )
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Dissertation:Hannover, Univ., Diss., 2015
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Publisher:
- New search for: Technische Informationsbibliothek u. Universitätsbibliothek
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Publication date:2015
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Size:Online-Ressource (V, 144 S., 2154 KB)
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Remarks:Digital preservation by Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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Type of media:Theses
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Type of material:Electronic Resource
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Language:English
- New search for: 83.70 / 83.50
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Keywords:Systemrisiko , Modellierung , Risikomanagement , USA , Kreditderivat , Theorie , Schätzung , Risikomaß , Kreditrisiko
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