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Coherent beta risk measures for capital requirements

J Wirch

School of Mathematical & Computer Sciences
Actuarial Mathematics & Statistics

Research output: Thesis › Doctoral Thesis

Overview

Original language	English
Publication status	Published - 1999

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Wirch, J. (1999). Coherent beta risk measures for capital requirements.

Wirch, J. / Coherent beta risk measures for capital requirements. 1999.

@phdthesis{30075fefb0584e15854a16f76d570b0b,

title = "Coherent beta risk measures for capital requirements",

author = "J Wirch",

year = "1999",

language = "English",

}

Wirch, J 1999, 'Coherent beta risk measures for capital requirements'.

Coherent beta risk measures for capital requirements. / Wirch, J.
1999.

Research output: Thesis › Doctoral Thesis

TY - BOOK

T1 - Coherent beta risk measures for capital requirements

AU - Wirch, J

PY - 1999

Y1 - 1999

M3 - Doctoral Thesis

ER -

Wirch J. Coherent beta risk measures for capital requirements. 1999.

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