OR forum: Design of risk weights (Q2941417)
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scientific article; zbMATH DE number 6476744
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | OR forum: Design of risk weights |
scientific article; zbMATH DE number 6476744 |
Statements
OR Forum—Design of Risk Weights (English)
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28 August 2015
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portfolio analysis
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financial institutions: banks
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quadratic programming
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0.7568475604057312
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0.7525076270103455
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0.7505804896354675
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0.7505804896354675
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0.7261927127838135
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