"CVaR measurement and operational risk management in commercial banks ..."

Fengge Yao, Hongmei Wen, Jiaqi Luan (2013)

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DOI: 10.1016/J.MCM.2012.07.013

access: open

type: Journal Article

metadata version: 2021-02-17

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Fengge Yao, Hongmei Wen, Jiaqi Luan:
CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory. Math. Comput. Model. 58(1-2): 15-27 (2013)

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