Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis
Guy Kaplanski and Haim Levy
| Year of publication: |
2015
|
|---|---|
| Authors: | Kaplanski, Guy ; Levy, Haim |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 1/3, p. 215-241
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| Subject: | risk management | capital requirement regulation | value-at-risk | Basel regulations | regulated capital market line | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Risikomaß | Risk measure | Regulierung | Regulation | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | Finanzmarkt | Financial market | Kreditrisiko | Credit risk | Risiko | Risk |
| 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/10010519956