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An optimal investment strategy in bank management - MaRDI portal

An optimal investment strategy in bank management (Q3087927)

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An optimal investment strategy in bank management
scientific article

    Statements

    title
    An optimal investment strategy in bank management (English)
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    author
    Peter J. Witbooi
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    Garth J. Van Schalkwyk
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    Grant E. Muller
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    publication date
    17 August 2011
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    zbMATH Keywords
    Basel II capital accord
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    capital adequacy ratio
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    risk-weighted assets
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    equity allocation strategy
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    Identifiers

    Mathematics Subject Classification ID
    35A15
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    91G80
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    35Q93
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    zbMATH DE Number
    5939986
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    OpenAlex ID
    W1974048879
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    DOI
    10.1002/MMA.1467
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