Fingerprint
Dive into the research topics of 'Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis
Guy Kaplanski, Haim Levy*
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
9
Scopus
citations