52 Place de l'Ellipse
La défense, 92000
operational risk modeling, correlation and dependence measures, random matrix theory, small samples, ORX database, factor models
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2802624.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.359 seconds