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Bank lending 1 Bank liquidity 1 Bank risk 1 Bankenliquidität 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 Business cycle 1 Capital structure 1 Credit risk 1 Geldpolitik 1 Geldpolitische Transmission 1 Kapitalstruktur 1 Kelly criterion 1 Konjunktur 1 Kreditgeschäft 1 Kreditrisiko 1 Monetary policy 1 Monetary transmission 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Simulation 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1 balance sheet simulation 1 countercyclical capital 1 monetary policy transmission mechanism 1 optimal leverage 1 procyclical risk 1 regulatory capital 1 systemic risk 1 value-at-risk 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Wong, Max C. Y. 1
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Journal of risk management in financial institutions 1
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ECONIS (ZBW) 1
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Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y. - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
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