Details
| Translated title of the contribution | Aufsätze über das Risikomanagement von Finanzinstituten: systematisches Risiko, Querschnittspreise für Risikofaktoren, Parameterfehler, die sich auf Risikomaße auswirken, und Kreditentscheidungen bei Parameterunsicherheit |
|---|---|
| Original language | English |
| Qualification | Doctor rerum politicarum |
| Awarding Institution | |
| Supervised by |
|
| Date of Award | 26 Jun 2015 |
| Publication status | Published - 2015 |
Abstract
no abstract
Keywords
- Credit risk, systematic risk, parameter uncertainty, Risk management
ASJC Scopus subject areas
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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. / Claußen, Arndt.
2015. 144 p.
2015. 144 p.
Research output: Thesis › Doctoral thesis
Claußen, A 2015, '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', Doctor rerum politicarum, Leibniz University Hannover. https://doi.org/10.15488/8425
Claußen, A. (2015). 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. [Doctoral thesis, Leibniz University Hannover]. https://doi.org/10.15488/8425
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Download
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