Long-term bank balance sheet management: Estimation and simulation of risk-factors-Reference-Cited by-同舟云学术

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Long-term bank balance sheet management: Estimation and simulation of risk-factors

Published:2013-12 Issue:12 Volume:37 Page:4711-4720
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Birge John R.,Júdice Pedro

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference64 articles.

1. Basel Committee on Banking Supervision, 2004. An Explanatory Note on the Basel II IRB Risk Weight Functions.

2. Basel Committee on Banking Supervision, 2009a. International Framework for Liquidity Risk Measurement, Standards and Monitoring – Consultative Document. .

3. Basel Committee on Banking Supervision, 2009b. Strengthening the Resilience of the Banking Sector – Consultative Document. .

4. Optimization methods in dynamic portfolio management;Birge;Handbooks in Operations Research and Management Science,2007

5. Introduction to Stochastic Programming;Birge,2011

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3. Bank strategic asset allocation under a unified risk measure;Expert Systems with Applications;2021-12

4. Local gambling preferences and bank risk–taking: Evidence from China;Economic Modelling;2021-12

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