Strengthening Banks' Portfolio Against Asset Shocks : A Genetic Computational Approach
Year of publication: |
2013
|
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Authors: | Gurciullo, Stefano |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Schock | Shock | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Bilanzstrukturmanagement | Asset-liability management | Theorie | Theory |
Extent: | 1 Online-Ressource (77 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 7, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2333471 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C19 - Econometric and Statistical Methods: General. Other ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D83 - Search, Learning, Information and Knowledge ; G11 - Portfolio Choice ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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