OR Forum—Design of Risk Weights (Q2941417)

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OR Forum—Design of Risk Weights
scientific article

    Statements

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

    Mathematics Subject Classification ID
    91G10
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    90C90
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    90C20
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    zbMATH DE Number
    6476744
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