A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?

C-L (Chia-Lin) Chang, J-A Jimenez-Martin, E Maasoumi, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages39
EditionEI report serie EI 2015-14E
Publication statusPublished - 2015

Publication series

SeriesEI report serie
VolumeEI 2015-14E

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