An Academic Response to Basel 3.5-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

An Academic Response to Basel 3.5

Published:2014-02-27 Issue:1 Volume:2 Page:25-48
ISSN:2227-9091
Container-title:Risks
language:en
Short-container-title:Risks

Author:

Embrechts Paul,Puccetti Giovanni,Rüschendorf Ludger,Wang Ruodu,Beleraj Antonela

Publisher

MDPI AG

Subject

Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting

Link

http://www.mdpi.com/2227-9091/2/1/25/pdf

Reference68 articles.

1. Risk and Liquidity;Shin,2010

2. Consultative Document May 2012. Fundamental Review of the Trading Book,2012

3. Consultative Document October 2013. Fundamental Review of the Trading Book: A Revised Market Risk Framework,2013

4. Value at Risk: The New Benchmark for Managing Financial Risk;Jorion,2006

Cited by 187 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. Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility;International Journal of Forecasting;2024-10

2. Sorting with Teams;Journal of Political Economy;2024-08-26

3. On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization;Insurance: Mathematics and Economics;2024-07

4. Risk management under weighted limited expected loss;Quantitative Finance;2024-05-03

5. Downside Risk in Australian and Japanese Stock Markets: Evidence Based on the Expectile Regression;Journal of Risk and Financial Management;2024-05-02

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP