Optimizing asset and capital adequacy management in banking
type: Item
instance of: scholarly article
title: Optimizing asset and capital adequacy management in banking
zbMATH Open document ID: 1141.91020
published in: Journal of Optimization Theory and Applications
publication date: 2008-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5284731
zbMATH Keywords: Bank management
zbMATH Keywords: Assets
zbMATH Keywords: Capital adequacy
zbMATH Keywords: Stochastic optimization
author: Janine Mukuddem-Petersen
author: Mark A. Petersen
MaRDI profile type: Publication
full work available at URL: s10957-007-9322-x
OpenAlex ID: W1998660962
cites work: Continuous-time stochastic modelling of capital adequacy ratios for banks
cites work: Bank management via stochastic optimal control
cites work: Minimizing banking risk in a Lévy process setting
cites work: Q5422579
cites work: Maximizing banking profit on a random time interval
cites work: A Theory of Debt and Equity: Diversity of Securities and Manager-Shareholder Congruence
cites work: STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY
cites work: Q4435813
DOI: 10.1007/S10957-007-9322-X
description: scientific article; zbMATH DE number 5284731