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~isPartOf:"Econometric Institute research papers"
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Search: subject_exact:"Basel-III-Abkommen"
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Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
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2015
Persistent link: https://www.econbiz.de/10011432786
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2
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
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2015
Persistent link: https://www.econbiz.de/10011346199
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3
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
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2009
Persistent link: https://www.econbiz.de/10003877129
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It pays to violate : how effective are the Basel accord penalties?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
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2009
Persistent link: https://www.econbiz.de/10003910300
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