The equity risk posed by the too-big-to-fail banks: a Foster–Hart estimation

Author:

Anand Abhinav,Li Tiantian,Kurosaki Tetsuo,Kim Young Shin

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference29 articles.

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3. Anand, A., Li, T., Kurosaki, T., & Kim, Y. S. (2016). Foster-Hart optimal portfolios. Journal of Banking and Finance, 68, 117–130.

4. Artzner, P., Delbaen, F., Eber, J.-M., & Heath, D. (1998). Coherent measures of risk. Mathematical Finance, 6(3), 203–228.

5. Barndorff-Nielsen, O. E., & Shephard, N. (2001). Normal modified stable processes. Economics Series Working Papers from University of Oxford, Department of Economics 72.

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