Asset Allocation under the Basel Accord Risk Measures
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- Pengyu Qian & Zizhuo Wang & Zaiwen Wen, 2015. "A Composite Risk Measure Framework for Decision Making under Uncertainty," Papers 1501.01126, arXiv.org.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-08-10 (All new papers)
- NEP-BAN-2013-08-10 (Banking)
- NEP-CBA-2013-08-10 (Central Banking)
- NEP-FMK-2013-08-10 (Financial Markets)
- NEP-RMG-2013-08-10 (Risk Management)
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