Worst-Case Scenarios as a Stress Testing Tool for Risk...

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SSRN Electronic Journal 2011

Worst-Case Scenarios as a Stress Testing Tool for Risk Models

Abdymomunov, Azamat, Blei, Sharon K., Ergashev, Bakhodir
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Year:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1867365
File:
PDF, 457 KB
english, 2011
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