GFC-robust risk management strategies under the Basel Accord
Michael McAleer; Juan-Angel Jimenez-Martin; Teodosio Perez-Amaral
| Year of publication: |
2013
|
|---|---|
| Authors: | McAleer, Michael ; Jimenez-Martin, Juan-Angel ; Pérez Amaral, Teodosio |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 27.2013, p. 97-111
|
| Subject: | Value-at-Risk (VaR) | Daily capital charges | Robust strategy | Basel II Accord | Global financial crisis | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Welt | World | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Internationaler Finanzmarkt | International financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009740861