The Wasserstein Metric and Robustness in Risk Management-Reference-Cited by-同舟云学术

The Wasserstein Metric and Robustness in Risk Management

Published:2016-08-31 Issue:3 Volume:4 Page:32
ISSN:2227-9091
Container-title:Risks
language:en
Short-container-title:Risks

Author:

Kiesel Rüdiger,Rühlicke Robin,Stahl Gerhard,Zheng Jinsong

Publisher

MDPI AG

Subject

Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting

Link

http://www.mdpi.com/2227-9091/4/3/32/pdf

Reference30 articles.

1. Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators;Morini,2011

2. Handbook on Systemic Risk;Fouque,2013

3. Risk Management Lessons from the Credit Crisis

4. The credit crunch of 2007: what went wrong? Why? What lessons can be learned?

5. Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance;Off. J. Eur. Union,2009

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