Allocation of risk capital on an internal market.
Rainer BaulePublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- black scholes
- decision making
- risk evaluation
- risk aversion
- financial crisis
- risk management
- risk neutral
- operational risk
- portfolio management
- risk assessment
- financial markets
- internal and external
- early warning
- risk averse
- investment decisions
- resource allocation
- option pricing
- external factors
- financial data
- investment strategies
- dynamic allocation
- high risk
- risk factors
- market share
- credit risk
- stock price
- minimum risk
- allocation problems
- capacity allocation
- asset allocation
- risk measures
- allocation scheme
- allocation strategy
- budget constraints
- electronic markets
- social capital
- utility function
- decision support system