Group cohesion under individual regulatory constraints
Year of publication: |
2022
|
---|---|
Authors: | Coculescu, Delia ; Delbaen, Freddy |
Subject: | Coherent risk measures | expected shortfall | group diversification | risk regulation | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection | Regulierung | Regulation | Diversifikation | Diversification | Theorie | Theory | Messung | Measurement | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Entscheidung unter Risiko | Decision under risk | Bankenregulierung | Bank regulation |
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