Introduction to the OR Forum Article: “Design of Risk Weights”

Edieal J. Pinker ()
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Edieal J. Pinker: Yale School of Management, Yale University, New Haven, Connecticut 06520

Operations Research, 2014, vol. 62, issue 6, 1203-1203

Abstract: Comment on “Design of Risk Weights” by Paul Glasserman and Wanmo Kang.

Keywords: finance; banks; quadratic programming (search for similar items in EconPapers)
Date: 2014
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