A New Approach to Assessing Model Risk in High Dimensions
Author:
Publisher
Elsevier BV
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Value-at-Risk Bounds with Variance Constraints;SSRN Electronic Journal;2013
2. Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness -- or -- How to Prevent Jensen's Inequality from Inflating Your OpRisk Capital Estimates;SSRN Electronic Journal;2012
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