Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/18571
Title: | A New Approach to Optimal Capital Allocation for RORAC Maximization in Banks |
Authors: | Kang, W-Y Poshakwale, S |
Keywords: | regulatory risk;economic capital;optimal capital allocation;banks;Euler principle |
Issue Date: | 13-Jun-2019 |
Publisher: | Elsevier |
Citation: | Kang, W. and Poshakwale, S. (2019) 'A new approach to optimal capital allocation for RORAC maximization in banks', Journal of Banking & Finance, 106, pp. 153-165. doi: 10.1016/j.jbankfin.2019.06.006. |
URI: | https://bura.brunel.ac.uk/handle/2438/18571 |
DOI: | https://doi.org/10.1016/j.jbankfin.2019.06.006 |
ISSN: | 0378-4266 |
Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
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