Ciencias Económicas y Empresariales
Facultad
National Chung Hsing University
Taichung, TaiwánPublicaciones en colaboración con investigadores/as de National Chung Hsing University (3)
2017
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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
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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
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The ten commandments for managing value at risk under the basel II accord
Journal of Economic Surveys, Vol. 23, Núm. 5, pp. 850-855