Optimal capital allocation in a hierarchical corporate structure
Yaniv Zaks; Andreas Tsanakas
| Year of publication: |
2014
|
|---|---|
| Authors: | Zaks, Yaniv ; Tsanakas, Andreas |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 56.2014, p. 48-55
|
| Subject: | Capital allocation | Solvency II | Basel II | Weighted capital allocation | Hierarchical firms | Theorie | Theory | Basler Akkord | Basel Accord | Kapitalstruktur | Capital structure | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010385035