Bank balance sheet risk allocation-Reference-Cited by-同舟云学术

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Bank balance sheet risk allocation

Published:2021-12 Issue: Volume:133 Page:106257
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Júdice Pedro,Zhu Qiji Jim

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference10 articles.

1. Estimating recovery rates on banks’ historical loan loss data;Bandyopadhyay,2007

2. Banks’ risk exposures;Begenau,2015

3. A variational approach to lagrange multipliers;Borwein;J. Optimization Theory and Applications,2016

4. A robust model for optimal bank asset structure, preprint;Coelho,2019

5. Optimal asset structure of a bank - bank reactions to stressful market conditions;Halaj,2013

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The performance of bank portfolio optimization;International Transactions in Operational Research;2023-11-27

2. Opening a New Era with Machine Learning in Financial Services? Forecasting Corporate Credit Ratings Based on Annual Financial Statements;International Journal of Financial Studies;2023-07-30

3. Application Examples;Scalar and Vector Risk in the General Framework of Portfolio Theory;2023

4. Introduction;Scalar and Vector Risk in the General Framework of Portfolio Theory;2023

5. Bank balance sheet optimization;Reference Module in Social Sciences;2023

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