Maximizing banking profit on a random time interval
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Cites work
- scientific article; zbMATH DE number 1869269 (Why is no real title available?)
- A variational problem arising in financial economics
- An application of stochastic optimization theory to institutional finance
- Asset pricing for dynamic economies.
- Bank management via stochastic optimal control
- Continuous-time stochastic modelling of capital adequacy ratios for banks
- Equilibrium analysis, banking and financial instability.
- Maximizing banking profit on a random time interval
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Procyclicality and the new basel accord-banks' choice of loan rating system
Cited in
(7)- Maximizing banking profit on a random time interval
- Capital adequacy and risk management in banking industry
- scientific article; zbMATH DE number 7247655 (Why is no real title available?)
- Minimizing banking risk in a Lévy process setting
- Optimizing asset and capital adequacy management in banking
- Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord
- Basel III and asset securitization
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