When more is less: Using multiple constraints to reduce tail risk

Journal of Banking and Finance

Volumn 36, Issue 10, 2012, Pages 2693-2716

  Alexander, Gordon J ^a   Baptista, Alexandre M ^b   Yan, Shu ^c  

^a UNIVERSITY OF MINNESOTA   (United States)

^b GEORGE WASHINGTON UNIVERSITY   (United States)

^c UNIVERSITY OF SOUTH CAROLINA   (United States)

Author keywords

Financial crisis; Financial institutions; Regulation; Risk management; Tail risk

Indexed keywords

EID: 84864839218     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2011.08.002     Document Type: Article

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