Market risk management in a post-Basel II regulatory environment (Q1752906): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Portfolio optimization with an envelope-based multi-objective evolutionary algorithm / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3118896 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Computing the nearest correlation matrix--a problem from finance / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Search Methodologies / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Applications of Multi-Objective Evolutionary Algorithms / rank | |||
Normal rank | |||
Revision as of 16:30, 15 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market risk management in a post-Basel II regulatory environment |
scientific article |
Statements
Market risk management in a post-Basel II regulatory environment (English)
0 references
24 May 2018
0 references
finance
0 references
market risk
0 references
Basel 2.5
0 references
GARCH
0 references
NSGA-II
0 references
