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Congruent risk measures in a banking firm

Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.14/100455

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SOURCE2	MGSM working papers in management WP 2008-3	356 KB	Adobe Acrobat PDF	View/Open

Title: Congruent risk measures in a banking firm
Title: Macquarie Graduate School of Management working papers in management
Related: MGSM working papers in management MGSM WP 2008-3
Publisher: [Sydney : Macquarie University, Graduate School of Management]
Date: 2008
Author/Creator: Ford, Guy
Author/Creator: Young, Mark
Description: Cover title.
Description: "July 2008".
Description: Bibliography: p. 44-46.
Description: Also available online at http://www.mgsm.edu.au
Description: 46 p
Subject Keyword: Bank capital -- Management
Subject Keyword: Bank investments -- Mathematical models
Subject Keyword: Asset allocation
Subject Keyword: Asset-liability management -- Mathematical models
Subject Keyword: Risk management
Resource Type: MGSM Working Papers In Management Collection
Resource Type: working paper
Organisation: Macquarie University. Macquarie Graduate School of Management

Identifier: http://hdl.handle.net/1959.14/100455
Identifier: 1275961
Language: eng
Rights: Publisher version archived with the permission of the publisher Macquarie Graduate School of Management, Macquarie University, NSW, Australia. This archived copy is available for individual, non-commercial use. Permission to use this version for other uses must be obtained from the publisher.
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