Pages that link to "Item:Q2513455"
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The following pages link to Optimal capital allocation in a hierarchical corporate structure (Q2513455):
Displayed 6 items.
- Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)