Mario Straßberger. Verfahren zur Risikokapitalallokation im Eigenhandel von Banken. In Ulrike Leopold-Wildburger, Franz Rendl, Gerhard Wäscher, editors, Operations Research Proceedings 2002, Selected Papers of the International Conference on Operations Research (SOR 2002), Klagenfurt, September 2-5, 2002. pages 341-346, Springer, 2002. [doi]
Abstract is missing.