The effect of value-at-risk and expected shortfall on bank capital under Basel III

Additional Metadata
Keywords	Basel III, Value at risk, Portfolio allocation, Portfolio optimisation
Thesis Advisor	Huurman, C.I., Cosemans, M.M.J.E.
Persistent URL	hdl.handle.net/2105/31411
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Hermans, T.J.C. (2015, August 5). The effect of value-at-risk and expected shortfall on bank capital under Basel III. Finance & Investments. Retrieved from http://hdl.handle.net/2105/31411

Publication