Items where Author is "Kleinknecht, Manuel"
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Number of items: 3.
Article
Kleinknecht, Manuel and Ng, Wing Lon (2015) Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint. Intelligent Systems in Accounting, Finance and Management, 22 (4). pp. 263-281. DOI https://doi.org/10.1002/isaf.1370
Conference or Workshop Item
Kleinknecht, Manuel and Ng, Wing Lon (2014) Improving portfolio risk profile with threshold accepting. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28, London.
Thesis
Kleinknecht, Manuel (2017) Improving Market Risk Management with Heuristic Algorithms. PhD thesis, University of Essex.