Multiobjective optimization of credit capital allocation in financial institutions (Q519000): Difference between revisions

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+Coherent Measures of Risk
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+Optimal resource allocation with minimum activation levels and fixed costs
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+Multiple criteria decision making combined with finance: a categorized bibliographic study.
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+Coherent risk measures, coherent capital allocations and the gradient allocation principle
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+Economic Capital Allocation Derived from Risk Measures
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+International portfolio management with affine policies
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+How should the cost of joint risk capital be allocated for performance measurement?
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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+years of portfolio optimization: practical challenges and current trends
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+An optimization approach to the dynamic allocation of economic capital
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+Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
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+The optimal operational risk capital requirement by applying the advanced measurement approach
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+Q5253267
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+Q4518931
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+A survey on the continuous nonlinear resource allocation problem
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+Minimum cost allocation of quality improvement targets under supplier process disruption
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+Stochastic comparisons of capital allocations with applications
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+Optimal capital allocation based on the tail mean-variance model
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+Optimal capital allocation in a hierarchical corporate structure
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