Optimal Versus Alternative Economic Capital Allocation in Banking

Hans-Peter Burghof, J. Müller. Optimal Versus Alternative Economic Capital Allocation in Banking. In Wolfgang E. Nagel, Dietmar H. Kröner, Michael M. Resch, editors, High Performance Computing in Science and Engineering '13, Transactions of the High Performance Computing Center, Stuttgart (HLRS) 2013. pages 579-589, Springer, 2013. [doi]

Abstract

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