Asset portfolio securitizations and cyclicality of regulatory capital.

Kristina Lützenkirchen Daniel Rösch Harald Scheule

Published in: Eur. J. Oper. Res. (2014)

Keyphrases

transaction costs
asset allocation
portfolio theory
portfolio management
portfolio selection
optimal portfolio
sharpe ratio
portfolio optimization
operational risk
financial markets
asset management
intellectual capital
artificial intelligence
decision making