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An optimal portfolio and capital management strategy for basel III compliant commercial banks

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Publication:1714722
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DOI10.1155/2014/723873zbMath1406.91421DBLPjournals/jam/MullerW14OpenAlexW2048448883WikidataQ59052014 ScholiaQ59052014MaRDI QIDQ1714722

Grant E. Muller, Peter J. Witbooi

Publication date: 1 February 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/723873



Mathematics Subject Classification ID

Portfolio theory (91G10)


Related Items (3)

Capital adequacy and risk management in banking industry ⋮ A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations ⋮ An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks







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