Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Tamás László Bátyi"'
Publikováno v:
European Journal of Operational Research. 259:614-625
If a financial unit (a bank, an insurance company, a portfolio, the financial system of a country, etc.) consists of subunits (divisions, subportfolios, etc.), then the risk of the main unit should be allocated to the subunits using a risk capital al
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48d403a287e2ed8c43029f04bfddac94
https://doi.org/10.1016/j.ejor.2016.10.052
https://doi.org/10.1016/j.ejor.2016.10.052
In finance risk capital allocation raises important questions both from theoretical and practical points of view. How to share risk of a portfolio among its subportfolios? How to reserve capital in order to hedge existing risk and how to assign this
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6ac56b6ba2492e43fa9889d906b247f5
http://unipub.lib.uni-corvinus.hu/1659/
http://unipub.lib.uni-corvinus.hu/1659/
