Minimizing Basel III capital requirements with unconditional coverage constraint
Manuel Kleinknecht and Wing Lon Ng (Centre for Computational Finance and Economic Agents, CCFEA, University of Essex, Colchester, UK)
| Year of publication: |
October-December 2015
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|---|---|
| Authors: | Kleinknecht, Manuel ; Wing Lon Ng |
| Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 22.2015, 4, p. 263-281
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| Subject: | Basel III capital requirements | heuristic portfolio optimization | threshold accepting | unconditional coverage | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalbedarf | Capital requirements | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/isaf.1370 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011536590