Book-to-Market equity asset correlations and the basel capital requirement
Year of publication: |
2013
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Authors: | Lee, Shih-cheng ; Lin, Chien-ting ; Yu, Min-Teh |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 40.2013, 7/8, p. 991-1008
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Subject: | bank capital requirement | asset correlation | book-to-market equity | firm size | default probability | Theorie | Theory | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Kreditgeschäft | Bank lending |
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