OR Forum—Design of Risk Weights (Q2941417)

From MaRDI portal
Revision as of 20:15, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
OR Forum—Design of Risk Weights
scientific article

    Statements

    title
    OR Forum—Design of Risk Weights (English)
    0 references
    author
    Paul Glasserman
    0 references
    Wanmo Kang
    0 references
    publication date
    28 August 2015
    0 references
    zbMATH Keywords
    portfolio analysis
    0 references
    financial institutions: banks
    0 references
    quadratic programming
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    90C90
    0 references
    90C20
    0 references
    zbMATH DE Number
    6476744
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2941417&oldid=15925467"
    Powered by MediaWiki