Systemically important banks : a permutation test approach
Year of publication: |
[2016]
|
---|---|
Authors: | Frattarolo, Lorenzo ; Parpinel, Francesca ; Pizzi, Claudio |
Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
Subject: | Systemic risk | Particle Swarm Optimization | Nonparametric Combination | Systemrisiko | Bank | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Mathematische Optimierung | Mathematical programming | Bankrisiko | Bank risk | Statistischer Test | Statistical test | Risikomanagement | Risk management |
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