Keywords: تخصیص سرمایه; C71; D81; G22; Distortion measures; Financial derivatives; Capital allocation; Aumann-Shapley; Reinsurance;
مقالات ISI تخصیص سرمایه (ترجمه نشده)
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Keywords: تخصیص سرمایه; Risk aggregation; Convex lower bound; Capital allocation; Approximation; Generalized Gamma distribution;
Keywords: تخصیص سرمایه; Risk measures; Value-at-Risk; Tail-Value-at-Risk; Parameter of interval type; Fuzzy number; Location/scale parameter; Capital allocation;
Keywords: تخصیص سرمایه; E22; F32; F43; G31; G32; Capital flows; Emerging markets; Maturity mismatch; Financial volatility; Uncertainty; Capital allocation;
Keywords: تخصیص سرمایه; Generalized GlueVaR; Subadditivity; Tail subadditivity; Tail distortion risk measure; Multivariate tail risk measure; Coherent risk measure; Choquet integral; Capital allocation;
Keywords: تخصیص سرمایه; C71; G22; Capital allocation; Euler rule; Fuzzy core; Aumann-Shapley value; Risk measures;
Keywords: تخصیص سرمایه; Markov decision processes; Genetic algorithms; Stock selection; Market timing; Capital allocation; Portfolio optimization;
Keywords: تخصیص سرمایه; primary; 62P05; secondary; 62H20; 60E05; Capital allocation; Coherent/Distortion risk measure; Conditional tail expectation; Extreme value theory; Marginal expected shortfall; Rapid variation; Regular variation;
Keywords: تخصیص سرمایه; Risk-taking; CEO gender; Capital allocation;
Keywords: تخصیص سرمایه; Capital allocation; Risk contribution; Coherent risk measures; Risk sharing;
Keywords: تخصیص سرمایه; C15; G21; G22; 65C40; 65C05; 62P05; Risk management; Capital allocation; Sequential Monte Carlo (SMC); Copula models; Euler allocation;
Keywords: تخصیص سرمایه; Financial constraints; Investment; Political connections; Firm size; China; Capital allocation; G18; G21; G28; G38; O16;
Keywords: تخصیص سرمایه; G220; Tail Covariance Premium Adjusted; Risk measures; Capital allocation; Dependence; Insurance;
Keywords: تخصیص سرمایه; Capital allocation; Solvency II; Basel II; Weighted capital allocation; Hierarchical firms;
Keywords: تخصیص سرمایه; G12; Equities; Asset pricing; Asset returns; Value-investing; Capital allocation;
Keywords: تخصیص سرمایه; 60E15; 62N05; 62G30; 62D05; Capital allocation; Elliptical distribution; Mean-Variance; Multivariate regular variation; Quadratic distance;
Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018)
Keywords: تخصیص سرمایه; Distortion risk measures; Capital allocation; Euler allocation; Aumann-Shapley; Reinsurance; Aggregation;
Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications
Keywords: تخصیص سرمایه; Archimedean copulas; Common mixture representation; Aggregation strategy; Risk measures; Capital allocation; Ruin theory; Nested Archimedean copulas;
Government intervention in the capital allocation process: Excess employment as an IPO selection rule in China
Keywords: تخصیص سرمایه; D72; E24; G32; G34; Local government; Initial public offering; Labor market; Excess labor; Capital allocation; China;
Changes in capital allocation practices - ERM and organisational change
Keywords: تخصیص سرمایه; Capital allocation; Enterprise risk management (ERM); Institutional theory; Insurance; Risk management change;
GlueVaR risk measures in capital allocation applications
Keywords: تخصیص سرمایه; Subadditivity; Tails; Distortion risk measure; Capital allocation; Risk aversion;
Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation
Keywords: تخصیص سرمایه; Aggregate claim loss; Risk measures; Capital allocation; Tail-Value-at-Risk; FGM copula; TVaR-based allocation rule; Covariance-based allocation rule; Mixed Erlang distribution;
The role of the media in corporate governance: Do the media influence managers' capital allocation decisions?
Keywords: تخصیص سرمایه; G31; G32; G34Media; Capital allocation; Acquisition; Corporate governance
Financial frictions on capital allocation: A transmission mechanism of TFP fluctuations
Keywords: تخصیص سرمایه; Financial Friction; Capital Allocation; TFP Fluctuation; News Shock;
Stochastic comparisons of capital allocations with applications
Keywords: تخصیص سرمایه; 60E15; 62N05; 62G30; 62D05; Capital allocation; Increasing and convex order; Likelihood ratio order; Log-concave; Majorization; Stochastic orders;
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
Keywords: تخصیص سرمایه; Capital allocation; Tail value at risk; Dependence models; Multivariate compound distributions; Multivariate compound Poisson distributions; Mixed Erlang distribution;
Alarm system for insurance companies: A strategy for capital allocation
Keywords: تخصیص سرمایه; 91B30; 60K30; Alarm system; Capital accumulation function; Capital allocation; Quantitative risk management; Risk process; Ruin probability;
A dynamical model for forecasting operational losses
Keywords: تخصیص سرمایه; Operational Risk; Dynamical Systems; Value at Risk; Capital allocation;
Excess based allocation of risk capital
Keywords: تخصیص سرمایه; G10; C61; C71; Risk capital; Capital allocation; Excesses; Lexicographic minimum;
An analysis of the demand for skill in a growing economy
Keywords: تخصیص سرمایه; F1; F16; F21; Skill formation; Growth; Capital allocation;
Risk capital allocation for RORAC optimization
Keywords: تخصیص سرمایه; C61; D81; D82; G21; G22; Risk capital; Economic capital; Capital allocation; Gradient allocation; Euler allocation; RORAC;
Asymptotics for risk capital allocations based on Conditional Tail Expectation
Keywords: تخصیص سرمایه; primary; 91B30; secondary; 91G10; 62H20; 60E05; Asymptotic dependence and independence; Capital allocation; Conditional Tail Expectation; Extreme Value Theory; Heavy-tailed distributions; Value-at-Risk;
The impact of changes in bank ownership structure on the allocation of capital: International evidence
Keywords: تخصیص سرمایه; Bank ownership structure; Capital allocation; Bank lending; Government ownership; G21; G32;
Banking system control, capital allocation, and economy performance
Keywords: تخصیص سرمایه; G01; G21; G28; G32; O15; O16Banking; Ownership structure; Capital allocation; Economic growth; Family business
Extending the Basel II approach to estimate capital requirements for equity investments
Keywords: تخصیص سرمایه; G21; G32; Capital allocation; Economic capital; Equity; Basel II; ASRF; Factor model; CAPM;
Financial markets, financial dependence, and the allocation of capital
Keywords: تخصیص سرمایه; G15; G31; D92; Capital allocation; Financial development; Financial dependence; Investment;
To split or not to split: Capital allocation with convex risk measures
Keywords: تخصیص سرمایه; Convex measures of risk; Capital allocation; Aumann-Shapley value; Inf-convolution;
A capital allocation based on a solvency exchange option
Keywords: تخصیص سرمایه; Capital allocation; Fair allocation axioms; Solvency exchange option;
Î-VaR and Î-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
Keywords: تخصیص سرمایه; Capital allocation; Dynamic volatility; Risk management; Solvency II; VaR; TVaR; MGARCH; Mixture of elliptic distributions;
TVaR-based capital allocation with copulas
Keywords: تخصیص سرمایه; Capital allocation; Tail value at risk; Dependence models; Copulas; Discretization methods;
Analytical methods for hedging systematic credit risk with linear factor portfolios
Keywords: تخصیص سرمایه; C61; G32; Credit risk; Factor models; Hedging; Capital allocation;
Risk measurement in the presence of background risk
Keywords: تخصیص سرمایه; Risk measures; Background risk; Capital allocation; Portfolio management; Elliptical distributions;
Open-loop control of stochastic fluid systems and applications
Keywords: تخصیص سرمایه; Multimodularity; Fluid queues; Capital allocation
Capital budgeting for new projects: On the role of auditing in information acquisition
Keywords: تخصیص سرمایه; D82; D83; G31; M42; Capital allocation; Auditing; Information acquisition;
Multivariate skew-normal distributions with applications in insurance
Keywords: تخصیص سرمایه; Multivariate skew-normal distribution; Tail conditional expectation; Capital allocation;