Bank capital allocation under multiple constraints
Tirupam Goel, Ulf Lewrick, Nikola Tarashev
| Year of publication: |
2020
|
|---|---|
| Authors: | Goel, Tirupam ; Lewrick, Ulf ; Tarashev, Nikola A. |
| Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 44.2020, p. 1-15
|
| Subject: | Internal capital market | Value-at-Risk | Leverage ratio | Return on capital | Theorie | Theory | Kapitalstruktur | Capital structure | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfi.2019.100844 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653823