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Practice-relevant model validation: distributional parameter risk analysis in financial model risk management.

Mark CumminsFabian GogolinFearghal KearneyGreg KielyBernard Murphy
Published in: Ann. Oper. Res. (2023)
Keyphrases
  • risk management
  • risk analysis
  • risk assessment
  • model validation
  • portfolio optimization
  • risk evaluation
  • probabilistic model
  • decision support system
  • information systems
  • supply chain
  • project management
  • risk factors