Building a coherent risk measurement and capital optimisation model for financial firms
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Cited by:
- Weijermars, Ruud, 2009. "Accelerating the three dimensions of E&P clockspeed - A novel strategy for optimizing utility in the Oil & Gas industry," Applied Energy, Elsevier, vol. 86(10), pages 2222-2243, October.
- João A. C. Santos, 2000. "Bank capital regulation in contemporary banking theory: a review of the literature," BIS Working Papers 90, Bank for International Settlements.
- Wiener, Zvi, 2012. "The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems," Journal of Economics and Business, Elsevier, vol. 64(3), pages 199-213.
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Bank capital; Econometric models; Financial institutions; Risk;All these keywords.
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