SMEAL WIKI

Optimal Economic Capital Under the Consideration of Systemic Risk

Hong Mao, James M. Carson, Krzysztof Ostaszewski, Nan Zhu
Year2013
VenueSSRN Electronic Journal
Typearticle
Citations2
DOI10.2139/ssrn.2389504
OpenAlexW2243244073

Topics

Risk and Portfolio OptimizationSystemic riskEconomicsCapital (architecture)BusinessMacroeconomics