Publicaciones en colaboración con investigadores/as de National Chung Hsing University (3)

2017

  1. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance

    PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ECONOMICS, FINANCE AND STATISTICS (ICEFS 2017)

2011

  1. The Ten Commandments for Managing Value at Risk Under the Basel II Accord

    Issues in Finance: Credit, Crises and Policies (Wiley-Blackwell), pp. 59-64

2009

  1. The ten commandments for managing value at risk under the basel II accord

    Journal of Economic Surveys, Vol. 23, Núm. 5, pp. 850-855