Which user-friendly model is the best for Basel-III? : an emerging market study
Sharif Mozumder, Mohammad Zoynul Abedin, Raad Lalon, Amjad Hossain
| Year of publication: |
2024
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|---|---|
| Authors: | Mozumder, Sharif ; Abedin, Mohammad Zoynul ; Lalon, Raad Mozib ; Hossain, Amjad |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 5, p. 3049-3086
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| Subject: | Back-test | BASEL-III | Expected shortfall | Market risk | Value at risk | Risikomaß | Risk measure | Schwellenländer | Emerging economies | Risikomanagement | Risk management | Marktrisiko | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10545-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144107