Market risk management in a post-Basel II regulatory environment (Q1752906)
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scientific article; zbMATH DE number 6872987
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Market risk management in a post-Basel II regulatory environment |
scientific article; zbMATH DE number 6872987 |
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Market risk management in a post-Basel II regulatory environment (English)
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24 May 2018
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finance
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market risk
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Basel 2.5
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GARCH
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NSGA-II
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0.7422487139701843
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0.7418186664581299
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0.7408952713012695
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0.7400462031364441
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0.7396979331970215
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