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"Risk Aversion in Regulatory Capital Principles."

Tiantian Mao, Ruodu Wang (2020)

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DOI: 10.1137/18M121842X

access: closed

type: Journal Article

metadata version: 2020-05-20

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Tiantian Mao, Ruodu Wang:
Risk Aversion in Regulatory Capital Principles. SIAM J. Financial Math. 11(1): 169-200 (2020)

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