Expectation Dependence: The Banking Firm Under Risk

DOI10.1093/AMRX/ABW005zbMATH Open1416.91387OpenAlexW2346712516MaRDI QIDQ4683865

Peter Welzel, Kit Pong Wong, Udo Broll

Publication date: 26 September 2018

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/amrx/abw005

zbMATH Keywords

riskbusiness cyclebanking firmoptimal lending and hedging decisions

Mathematics Subject Classification ID

Economic growth models (91B62) Credit risk (91G40)

Related Items (1)

Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information

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