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Capital allocation with CreditRisk+
Tasche, Dirk - In: CreditRisk+ in the banking industry, (pp. 25-43). 2004
Persistent link: https://www.econbiz.de/10002108692
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Issues in strategic asset allocation
Winkelmann, Kurt - In: Modern investment management : an equilibrium approach, (pp. 104-109). 2003
Persistent link: https://www.econbiz.de/10002112034
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Stochastic optimisation for allocation problem with shortfall risk constraints
Billio, Monica (contributor); Casarin, Roberto (contributor) - 2005
Persistent link: https://www.econbiz.de/10003376740
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Optimal diversification in allocation problems
Purcaru, Ion - In: Amfiteatru economic : an economic and business research … 11 (2009) 26, pp. 494-502
Persistent link: https://www.econbiz.de/10008667258
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Optimal portfolio allocation with higher moments
Cvitanić, Jakša; Polimenis, Vassilis; Zapatero, Fernando - In: Annals of finance 4 (2008) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003589408
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Capital allocation
Cuthbertson, Keith; Nitzsche, Dirk - In: The professional risk managers' guide to finance theory …, (pp. 103-128). 2008
Persistent link: https://www.econbiz.de/10003677820
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Von der Risiko-Strategie zur Asset Allocation
Ender, Manuela; Vorgrimler, Stephan - In: Bankrisikomanagement : Mindestanforderungen, …, (pp. 567-583). 2008
Persistent link: https://www.econbiz.de/10003710854
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On optimal allocation of risk vectors
Kiesel, Swen; Rüschendorf, Ludger - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
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Essays in macroeconomics and behavioral economics
Nocetti, Diego - 2006
Persistent link: https://www.econbiz.de/10003965683
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Risk capital allocation for RORAC optimization
Buch, Arne; Dorfleitner, Gregor; Wimmer, Maximilian - In: Journal of banking & finance 35 (2011) 11, pp. 3001-3009
Persistent link: https://www.econbiz.de/10009374680