Stress testing by financial intermediaries : implications for portfolio selection and asset pricing
Gordon J. Alexander; Alexandre M. Baptista
| Year of publication: |
2009
|
|---|---|
| Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. |
| Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 18.2009, 1, p. 65-92
|
| Subject: | Finanzintermediation | Financial intermediation | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003813182