Optimal capital allocation in a hierarchical corporate structure (Q2513455)
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scientific article; zbMATH DE number 6391710
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| English | Optimal capital allocation in a hierarchical corporate structure |
scientific article; zbMATH DE number 6391710 |
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Optimal capital allocation in a hierarchical corporate structure (English)
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28 January 2015
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capital allocation
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Solvency II
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Basel II
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weighted capital allocation
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hierarchical firms
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0.819053053855896
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0.7925098538398743
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0.762369692325592
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0.7619878053665161
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0.7584784626960754
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