Capital and asset allocation

MaRDI QIDQ2801357zbMATH OpenFDO

Authors René Schnieper

Publication date 7 April 2016

Published in Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Mathematics Subject Classification ID

Portfolio theory (91G10)

Recommendations

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Cited in

(10)

• Liquid asset allocation using ``newsvendor models with convex shortage costs
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• The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance
• The optimal asset and liability portfolio for a financial institution with multiple lines of businesses
• Portfolio Optimization
• scientific article; zbMATH DE number 2065345 (Why is no real title available?)
• Asset allocation and derivatives
• Capital Allocation Using the Bootstrap
• Strategic asset allocation for life insurers with stochastic liability

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