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Article
Title:
When More Is Less: Using Multiple Constraints to Reduce Tail Risk
Authors:
Gordon Alexander
(
U Minnesota
)
Alexandre M. Baptista
(
George Washington U
)
Shu Yan
(
U South Carolina
)
Journal:
Journal of Banking and Finance
Year:
2012
Volume:
36
Pages:
2693-2716
JEL codes:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G28 - Government Policy and Regulation
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
L51 - Economics of Regulation
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