(PDF) Building a Coherent Risk Measurement and Capital

Building a Coherent Risk Measurement and Capital Optimisation Model for Financial Firms

SSRN Electronic Journal

doi 10.2139/ssrn.1029756

Full Text

Abstract

Available in full text

Date

January 1, 1998

Authors

Tim Shepheard-Walwyn

Robert Litterman

Publisher

Elsevier BV

Related search

Ownership and Capital Structure of Pakistani Non Financial Firms

English

Advertising, Research and Development, and Capital Market Risk: Higher Risk Firms Versus Lower Risk Firms

Journal of Business Economics and Management

English

Social Capital in a Region: Revisiting the Measurement and Building of an Indicator Model

Economic and social changes: facts, trends, forecast / Экономические и социальные перемены: факты, тенденции, прогноз

English

How Much Cash Is at Risk in U.S. Non-Financial Firms? A VaR-Type Measurement

Journal of Applied Business Research

International Management

English

The Measurement of Human Capital in Family Firms

Advances in Human Resources Management and Organizational Development

English

Firms’ Size as a Contingency Approach in the Relationships of Intellectual Capital, Capital Structure and Financial Performance

International Journal of Academic Research in Business and Social Sciences

English

Risk Management, Capital Budgeting, and Capital Structure Policy for Financial Institutions: An Integrated Approach

Journal of Financial Economics

English

Financial Crises and Credit Risk Capital for Buy and Hold Investors

SSRN Electronic Journal

English

Building the Foundation for Customer Data Quality in CRM Systems for Financial Services Firms

Journal of Database Marketing & Customer Strategy Management

English