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Dynamic asset allocation for a...
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1
Optimal asset allocation for a
bank
under risk control
Perera, Ryle S.
;
Sato, Kimitoshi
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011923030
Saved in:
2
Bank
capital adequacy for average market financial risk
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 631-635
Persistent link: https://www.econbiz.de/10011419189
Saved in:
3
The impact of savings withdrawals on a banker's capital holdings subject to Basel III accord
Perera, Ryle S.
;
Sato, Kimitoshi
- In:
Annals of financial economics
15
(
2020
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012642961
Saved in:
4
Optimal risk asset allocation of a loss-averse
bank
with partial information under inflation risk
Huang, Jia
;
Chen, Zheng
- In:
Finance research letters
38
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012490543
Saved in:
5
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
6
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
7
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
8
Risk and regret aversions on optimal
bank
interest margin under capital regulation
Tsai, Jeng-yan
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2190-2197
Persistent link: https://www.econbiz.de/10009673800
Saved in:
9
Credit risk and the role of capital adequacy regulation
Pausch, Thilo
(
contributor
);
Welzel, Peter
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001663729
Saved in:
10
Portfolio behaviour of commercial banks : the expected utility approach : evidence from Jordan
Al-Tarawneh, Alaaeddin
;
Khataybeh, Mohmmad
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 312-323
Persistent link: https://www.econbiz.de/10011453501
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