McAleer, Michael; Jiménez-Martín, Juan-Ángel; … - Department of Economics and Finance, College of … - 2011
before, during and after a financial crisis, it will lead to comparatively low daily capital charges and violation penalties … examine the performance of the Median strategy in terms of the number of violations and daily capital charges, among other … it provides a reasonable number of violations and daily capital charges. The Median also performs well when both total …