Thomas Heidorn

Frankfurt School of Finance & Management

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

  • Frankfurt School of Finance & Management

SCHOLARLY PAPERS

4

DOWNLOADS

862

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (4)

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1.

How to Make Regulators and Shareholders Happy Under Basel III

Number of pages: 27 Posted: 23 Nov 2012 Last Revised: 08 Aug 2013
Christian Schmaltz, Christian Schmaltz, Sebastian Pokutta, Thomas Heidorn and Silvio Andrae
Aarhus UniversityTrue North Institute, Georgia Institute of Technology, Frankfurt School of Finance & Management and Independent
Downloads 475 (101,540)
Citation 6

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

2.

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
Downloads 162 (303,279)

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

3.

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, Christian Schmaltz and Thomas Heidorn
Aarhus UniversityTrue North Institute and Frankfurt School of Finance & Management
Downloads 154 (316,591)

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Basel III, Linear Programming, Linear Programming

4.

An Integrated Shortfall Measure for Basel III

Bundesbank Discussion Paper No. 26/2017
Posted: 29 Sep 2017
Ingo Torchiani, Thomas Heidorn, Christian Schmaltz and Christian Schmaltz
Deutsche Bundesbank, Frankfurt School of Finance & Management and Aarhus UniversityTrue North Institute
Downloads 71 (538,644)

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Basel III, linear programming, impact studies, integrated shortfall