Browsing All of EconStor by Author Jiménez-Martín, Juan-Ángel
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis? | McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez-Amaral, Teodosio |
2015 | A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? | Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; Maasoumi, Esfandiar; McAleer, Michael; Pérez-Amaral, Teodosio |
2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance | Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; Maasoumi, Esfandiar; McAleer, Michel; Pérez-Amaral, Teodosio |