Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"optimal capital allocation"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Optimal capital allocation
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risk management
3
Theorie
3
Theory
3
Basel Accord
2
Basler Akkord
2
Allocation
1
Allokation
1
Bank
1
Bank risk
1
Bankrisiko
1
Banks
1
Capital income
1
Capital structure
1
Common shock
1
Deficit at ruin
1
Economic capital
1
Eigenkapital
1
Equity capital
1
Euler principle
1
Extreme tail events
1
Generalized inverse function
1
Gerber–Shiu expected discounted penalty function
1
Hierarchical corporate structure
1
ICAAP
1
Kapitaleinkommen
1
Kapitalstruktur
1
Multi-dimensional risk process
1
ORSA
1
Recursive methods
1
Regulatory risk
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Survival probability
1
business mix optimisation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
1
Author
All
Badescu, Andrei L.
1
Cai, Jun
1
Cheung, Eric C.K.
1
Cubukgil, Evren
1
Gong, Lan
1
Kang, Woo-Young
1
Ozdemir, Bogie
1
Poshakwale, Sunil S.
1
Wang, Ying
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
Journal of banking & finance
1
Journal of risk management in financial institutions
1
Source
All
ECONIS (ZBW)
3
RePEc
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal
capital
allocation
principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
2
A new approach to
optimal
capital
allocation
for RORAC maximization in banks
Kang, Woo-Young
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
106
(
2019
),
pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
Saved in:
3
Managing differences in economic and regulatory capital : an examination of return of equity (ROE) maximising strategies
Ozdemir, Bogie
;
Cubukgil, Evren
- In:
Journal of risk management in financial institutions
7
(
2014
)
4
,
pp. 328-344
Persistent link: https://www.econbiz.de/10011346972
Saved in:
4
Recursive methods for a multi-dimensional risk process with common shocks
Gong, Lan
;
Badescu, Andrei L.
;
Cheung, Eric C.K.
- In:
Insurance: Mathematics and Economics
50
(
2012
)
1
,
pp. 109-120
computationally more tractable. Numerical examples including an
optimal
capital
allocation
problem are also given towards the end. …
Persistent link: https://www.econbiz.de/10010688104
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
