Thomas Heidorn

Frankfurt School of Finance & Management gemeinnützige GmbH

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

631

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

How to Make Regulators and Shareholders Happy Under Basel III

Number of pages: 27 Posted: 23 Nov 2012 Last Revised: 08 Aug 2013
Aarhus University, Georgia Institute of Technology, Frankfurt School of Finance & Management gemeinnützige GmbH and German Savings Bank Association
Downloads 389 (82,171)
Citation 6

Abstract:

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Basel III, Planning, Linear Programming, Capital Ratio, Leverage Ratio, LCR, NSFR

2.

Distance to Compliance Portfolios: An Integrated Shortfall Measure for Basel III

Number of pages: 13 Posted: 07 Mar 2014 Last Revised: 10 Mar 2014
Christian Schmaltz and Thomas Heidorn
Aarhus University and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 117 (257,481)

Abstract:

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Basel III, Linear Programming, Linear Programming

3.

Geographical Limits to Arbitrage in the Global Oil Market

Number of pages: 17 Posted: 27 Jul 2017
Michael H. Grote, Matthew Zook and Thomas Heidorn
Frankfurt School of Finance & Management, University of Kentucky and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 91 (305,056)

Abstract:

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Financial Geography, Limits to Arbitrage, Oil Markets, Oil Production

4.

An Integrated Shortfall Measure for Basel III

Bundesbank Discussion Paper No. 26/2017
Posted: 29 Sep 2017
Ingo Torchiani, Thomas Heidorn and Christian Schmaltz
Deutsche Bundesbank, Frankfurt School of Finance & Management gemeinnützige GmbH and Aarhus University
Downloads 34 (485,320)

Abstract:

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Basel III, linear programming, impact studies, integrated shortfall