Pages that link to "Item:Q4488943"
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The following pages link to The optimal capital structure of a liquidity‐insuring bank (Q4488943):
Displaying 12 items.
- Optimal capital requirements with noisy signals on banking risk (Q825196) (← links)
- An optimal portfolio and capital management strategy for basel III compliant commercial banks (Q1714722) (← links)
- Opaque bank assets and optimal equity capital (Q1734564) (← links)
- Bank's capital structure under non-diversifiable risk (Q1865201) (← links)
- A general equilibrium theory of banks' capital structure (Q2295832) (← links)
- Optimal bailouts, bank's incentive and risk (Q2334408) (← links)
- An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks (Q2336996) (← links)
- Dynamic balance sheet model with liquidity risk (Q2836216) (← links)
- Capital Buffers in a Quantitative Model of Banking Industry Dynamics (Q3390575) (← links)
- Bank Capital Redux: Solvency, Liquidity, and Crisis (Q4997452) (← links)
- Chinese write-down bonds and bank capital structure (Q5026535) (← links)
- (Q5377758) (← links)