Raising and allocation capital principles as optimal managerial contracts

DOI10.1080/03461238.2010.540154zbMath1287.91148MaRDI QIDQ2868595

Fernando Mierzejewski

Publication date: 17 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2010.540154

zbMATH Keywords

value-at-risk; deposit insurance; capital allocation; agency theory; economic capital

Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

91G50: Corporate finance (dividends, real options, etc.)

Cites Work

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