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DC Field | Value | Language |
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dc.contributor.author | Kang, W-Y | - |
dc.contributor.author | Poshakwale, S | - |
dc.date.accessioned | 2019-06-28T11:14:37Z | - |
dc.date.available | 2019-06-28T11:14:37Z | - |
dc.date.issued | 2019-06-13 | - |
dc.identifier.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. | en_US |
dc.identifier.issn | 0378-4266 | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/18571 | - |
dc.format.extent | 153 - 165 | - |
dc.format.medium | Print-Electronic | - |
dc.language.iso | en | en_US |
dc.publisher | Elsevier | en_US |
dc.rights | Copyright © 2019 Elsevier Ltd. All rights reserved. This is the accepted manuscript version of an article which has been published in final form at https://doi.org/10.1016/j.jbankfin.2019.06.006, archived on this repository under a Creative Commons CC BY-NC-ND attribution licence. | - |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0/ | - |
dc.subject | regulatory risk | en_US |
dc.subject | economic capital | en_US |
dc.subject | optimal capital allocation | en_US |
dc.subject | banks | en_US |
dc.subject | Euler principle | en_US |
dc.title | A New Approach to Optimal Capital Allocation for RORAC Maximization in Banks | en_US |
dc.type | Article | en_US |
dc.identifier.doi | https://doi.org/10.1016/j.jbankfin.2019.06.006 | - |
dc.relation.isPartOf | Journal of Banking and Finance | - |
pubs.publication-status | Published | - |
pubs.volume | 106 | - |
dc.identifier.eissn | 1872-6372 | - |
Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
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