Enterprise risk management in financial groups: Analysis of risk concentration and default risk

Financial Markets and Portfolio Management

Volumn 22, Issue 3, 2008, Pages 241-258

  Gatzert, Nadine ^a   Schmeiser, Hato ^a   Schuckmann, Stefan ^a  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

Copulas; Enterprise risk management; Financial groups; Joint default risk

Indexed keywords

EID: 49249093021     PISSN: 15554961     EISSN: 1555497X     Source Type: Journal    
DOI: 10.1007/s11408-008-0081-y     Document Type: Article

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