Título:

When More Is Less: Using Multiple Constraints to Reduce Tail Risk

Autores:

Gordon Alexander (U Minnesota)
Alexandre M. Baptista (George Washington U)
Shu Yan (U South Carolina)

Revista:

Journal of Banking and Finance

Ano:

2012

Volume:

36

Páginas:

2693-2716

Códigos JEL:

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