Dynamic asset allocation for a bank under CRRA and HARA framework
Ryle S. Perera
| Year of publication: |
2015
|
|---|---|
| Authors: | Perera, Ryle S. |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 3, p. 1-19
|
| Subject: | Bank asset allocation | Basel II CAR | CRRA utility | HARA utility | stochastic interest rate | Portfolio-Management | Portfolio selection | Theorie | Theory | Basler Akkord | Basel Accord | Risikoaversion | Risk aversion | Zins | Interest rate | Bank | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403195