Opaque bank assets and optimal equity capital

DOI10.1016/j.jedc.2019.01.005zbMath1411.91640OpenAlexW3123188656MaRDI QIDQ1734564

Min Dai, Shan Huang, Jussi Keppo

Publication date: 27 March 2019

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.01.005

zbMATH Keywords

investmentdividendsbank capitalbanking regulationearnings smoothing

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial science and mathematical finance (91G99)

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