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A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations

Published Online: 2020-03-13

Published Print: 2021-04

Authors

Yan, Dawen

Zhang, Xiaohui

Wang, Mingzheng
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (71671023, 71931009, 71731003, 71301017)

China Postdoctoral Science Foundation (2016M600207)

the development Foundation of teaching and scientific research for teachers of Liberal Arts in Zhejiang University. (ZJU-WMZ01)

Science Fund for Creative Research Groups (71421001)
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Text and Data Mining valid from 2020-03-13

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Article History

First Online: 13 March 2020

Document is current