Author:
Alexander Gordon J.,Baptista Alexandre M.,Yan Shu
Subject
Economics and Econometrics,Finance
Reference61 articles.
1. Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights;Acharya,2013
2. Good Banking Regulation Needs Clear Focus, Sensible Tools, and Political Will;Admati,2011
3. Procyclical leverage and value-at-risk;Adrian;Rev. Financial Stud.,2014
4. A comparison of VaR and CVaR constraints on portfolio selection with the mean-variance model;Alexander;Manag. Sci.,2004
5. Stress testing by financial intermediaries: implications for portfolio selection and asset pricing;Alexander;J. Financial Intermed.,2009
Cited by
8 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