The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance

DOI10.2143/AST.38.1.2030416zbMath1169.91392OpenAlexW4238252098WikidataQ59447105 ScholiaQ59447105MaRDI QIDQ3395777

B. T. Porteous, Pradip Tapadar

Publication date: 13 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.1.2030416

zbMATH Keywords

stochastic modelsasset allocationeconomic capitalcapital gearingfinancial services firms risk adjusted performanceTier 1 and Tier 2 capital

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

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