%0 Journal Article %1 Frey2002 %A Frey, Rüdiger %A McNeil, Alexander J. %D 2002 %J Journal of Banking & Finance %K Risk measures %N 7 %P 1317--1334 %T VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights %U http://www.sciencedirect.com/science/article/B6VCY-45SRGK4-1/1/47759c2e6589b9be7a49337a80f3db49 %V 26

@article{Frey2002, added-at = {2008-04-22T13:53:19.000+0200}, author = {Frey, R{\"u}diger and McNeil, Alexander J.}, biburl = {https://www.bibsonomy.org/bibtex/2ffc1bbe354e562b36769d8a1b968bf48/smicha}, description = {Journal of Banking & Finance}, interhash = {382f1dfcd741b6347497981f1a1f9b87}, intrahash = {ffc1bbe354e562b36769d8a1b968bf48}, journal = {Journal of Banking \& Finance}, keywords = {Risk measures}, month = Jul, number = 7, pages = {1317--1334}, timestamp = {2008-04-22T13:58:00.000+0200}, title = {VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights}, url = {http://www.sciencedirect.com/science/article/B6VCY-45SRGK4-1/1/47759c2e6589b9be7a49337a80f3db49}, volume = 26, year = 2002 }