Optimal asset structure of a bank - bank reactions to stressful market conditions
Year of publication: |
2013
|
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Authors: | Hałaj, Grzegorz |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | banking | Portfolio optimisation | stress-testing |
Series: | ECB Working Paper ; 1533 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 752231014 [GVK] hdl:10419/153966 [Handle] RePEc:ecb:ecbwps:20131533 [RePEc] |
Source: |
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Optimal asset structure of a bank - bank reactions to stressful market conditions
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