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Operational risk economic capital allocation. / Nikonov, Oleg I.; Vlasov, Vladimir E.; Medvedeva, Marina A.
AIP Conference Proceedings. ed. / T Simos; G Psihoyios; C Tsitouras. Vol. 1558 American Institute of Physics Publising LLC, 2013. p. 1550-1553 (AIP Conference Proceedings; Vol. 1558).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Harvard

Nikonov, OI, Vlasov, VE & Medvedeva, MA 2013, Operational risk economic capital allocation. in T Simos, G Psihoyios & C Tsitouras (eds), AIP Conference Proceedings. vol. 1558, AIP Conference Proceedings, vol. 1558, American Institute of Physics Publising LLC, pp. 1550-1553, 11th International Conference of Numerical Analysis and Applied Mathematics 2013, ICNAAM 2013, Rhodes, Greece, 21/09/2013. https://doi.org/10.1063/1.4825820

APA

Nikonov, O. I., Vlasov, V. E., & Medvedeva, M. A. (2013). Operational risk economic capital allocation. In T. Simos, G. Psihoyios, & C. Tsitouras (Eds.), AIP Conference Proceedings (Vol. 1558, pp. 1550-1553). (AIP Conference Proceedings; Vol. 1558). American Institute of Physics Publising LLC. https://doi.org/10.1063/1.4825820

Vancouver

Nikonov OI, Vlasov VE, Medvedeva MA. Operational risk economic capital allocation. In Simos T, Psihoyios G, Tsitouras C, editors, AIP Conference Proceedings. Vol. 1558. American Institute of Physics Publising LLC. 2013. p. 1550-1553. (AIP Conference Proceedings). doi: 10.1063/1.4825820

Author

Nikonov, Oleg I. ; Vlasov, Vladimir E. ; Medvedeva, Marina A. / Operational risk economic capital allocation. AIP Conference Proceedings. editor / T Simos ; G Psihoyios ; C Tsitouras. Vol. 1558 American Institute of Physics Publising LLC, 2013. pp. 1550-1553 (AIP Conference Proceedings).

BibTeX

@inproceedings{0e338c92ff34496ab418024e0a39b55b,
title = "Operational risk economic capital allocation",
keywords = "Economic Capital, Loss Distribution Approach (LDA), Capital Allocation, Risk Adjusted Performance",
author = "Nikonov, {Oleg I.} and Vlasov, {Vladimir E.} and Medvedeva, {Marina A.}",
year = "2013",
doi = "10.1063/1.4825820",
language = "English",
isbn = "9780735411845",
volume = "1558",
series = "AIP Conference Proceedings",
publisher = "American Institute of Physics Publising LLC",
pages = "1550--1553",
editor = "T Simos and G Psihoyios and C Tsitouras",
booktitle = "AIP Conference Proceedings",
address = "United States",
note = "11th International Conference of Numerical Analysis and Applied Mathematics 2013, ICNAAM 2013 ; Conference date: 21-09-2013 Through 27-09-2013",

}

RIS

TY - GEN

T1 - Operational risk economic capital allocation

AU - Nikonov, Oleg I.

AU - Vlasov, Vladimir E.

AU - Medvedeva, Marina A.

PY - 2013

Y1 - 2013

KW - Economic Capital

KW - Loss Distribution Approach (LDA)

KW - Capital Allocation

KW - Risk Adjusted Performance

UR - http://www.scopus.com/inward/record.url?scp=84887557770&partnerID=8YFLogxK

UR - https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=000331472800366

U2 - 10.1063/1.4825820

DO - 10.1063/1.4825820

M3 - Conference contribution

AN - SCOPUS:84887557770

SN - 9780735411845

VL - 1558

T3 - AIP Conference Proceedings

SP - 1550

EP - 1553

BT - AIP Conference Proceedings

A2 - Simos, T

A2 - Psihoyios, G

A2 - Tsitouras, C

PB - American Institute of Physics Publising LLC

T2 - 11th International Conference of Numerical Analysis and Applied Mathematics 2013, ICNAAM 2013

Y2 - 21 September 2013 through 27 September 2013

ER -

ID: 843294