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

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Harvard

Nikonov, OI, Vlasov, VE & Medvedeva, MA 2013, Operational risk economic capital allocation. в T Simos, G Psihoyios & C Tsitouras (ред.), AIP Conference Proceedings. Том. 1558, AIP Conference Proceedings, Том. 1558, American Institute of Physics Publising LLC, стр. 1550-1553, 11th International Conference of Numerical Analysis and Applied Mathematics 2013, ICNAAM 2013, Rhodes, Греция, 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. в T. Simos, G. Psihoyios, & C. Tsitouras (Ред.), AIP Conference Proceedings (Том 1558, стр. 1550-1553). (AIP Conference Proceedings; Том 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. в Simos T, Psihoyios G, Tsitouras C, Редакторы, AIP Conference Proceedings. Том 1558. American Institute of Physics Publising LLC. 2013. стр. 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. Редактор / T Simos ; G Psihoyios ; C Tsitouras. Том 1558 American Institute of Physics Publising LLC, 2013. стр. 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