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Publications in Scientific Journals:
R. Warnung:
"Beyond Value-at-Risk: Managable Alternatives";
GARP Risk Review, July/August (2007), 37; 38 - 40.

Electronic version of the publication:
http://www.fam.tuwien.ac.at/~rwarnung/Papers/38_GARPArticle.pdf

Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)

Project Head Uwe Schmock:
Mathematik und Kreditrisiken

Created from the Publication Database of the Vienna University of Technology.