Unintended consequences of the market risk requirement in banking regulation (Q603004): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Bank capital regulation with random audits.
@@ Property / cites work: Bank capital regulation with random audits. / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Ruin problems with compounding assets
@@ Property / cites work: Ruin problems with compounding assets / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
+Normal rank
@@ Property / cites work @@
+Optimal risk control for a large corporation in the presence of returns on investments
+Normal rank
@@ Property / cites work @@
+Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
+Normal rank
@@ Property / cites work @@
+Diffusion approximations in collective risk theory
+Normal rank
@@ Property / cites work @@
+State-contingent bank regulation with unobserved actions and unobserved characteristics
+Normal rank
@@ Property / cites work @@
+The role of bank capital in the propagation of shocks
+Normal rank
@@ Property / cites work @@
+Firm behaviour under the threat of liquidation
@@ Property / cites work: Firm behaviour under the threat of liquidation / rank @@
+Normal rank