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Enterprise-wide asset and liability management: Issues, institutions, and models
16 references·1 citing·33 second hop
Enterprise-wide asset and liability management: Issues, institutions, and models (2008)Enterprise-wide asset and liability manag…The amendment to the capital accord to incorporate market risk (2013)The amendment to the capital …Theory of rational option pricing (2005)Theory of rational option pri…Credit risk optimization with Conditional Value-at-Risk criterion (2001)Credit risk optimization with…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Coherent Measures of Risk (1999)Coherent Measures of Risk1998 Wharton Survey of Financial Risk Management by US Non-Financial Firms (1998)1998 Wharton Survey of Financ…Commercial Bank Risk Management: An Analysis of the Process (1997)Commercial Bank Risk Manageme…RETHINKING RISK MANAGEMENT (1996)RETHINKING RISK MANAGEMENTThe Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming (1994)The Russell-Yasuda Kasai Mode…Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Liabilities— A New Approach (1990)Liabilities— A New ApproachThe House of Quality (1988)The House of QualityDynamic Strategies for Asset Allocation (1988)Dynamic Strategies for Asset …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Optimal Multiperiod Portfolio Policies (1968)Optimal Multiperiod Portfolio…Review of the Principles of Life-office Valuations (1952)Review of the Principles of L…Enterprise Risk Management: Factors Associated with Effective Implementation (2015)Enterprise Risk Management: F…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Determinants of Firms' Hedging Policies (1985)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Relationship Between Corporate Philanthropy And Shareholder Wealth: A Risk Management Perspective (2005)A framework of sustainable supply chain management: moving toward new theory (2008)Environmental risk management and the cost of capital (2008)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Beyond Accuracy: What Data Quality Means to Data Consumers (1996)Customer value: The next source for competitive advantage (1997)Evolving to a New Dominant Logic for Marketing (2003)Conditional value-at-risk for general loss distributions (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Exchange Rate Exposure (2001)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)The Effects of Derivatives on Firm Risk and Value (2011)Multiperiod Consumption-Investment Decisions (1975)Universal Portfolios (1991)Aspects of Rational Insurance Purchasing (1992)Stochastic Network Programming for Financial Planning Problems (1992)Strategic asset allocation with liabilities: Beyond stocks and bonds (2008)Portfolio Choice Problems (2010)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2005Theory of rational option pricing7,161 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1988The House of Quality2,266 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 1996RETHINKING RISK MANAGEMENT1,205 cited
  • 1968Optimal Multiperiod Portfolio Policies779 cited
  • 19981998 Wharton Survey of Financial Risk Management by US Non-Financial Firms552 cited
  • 1988Dynamic Strategies for Asset Allocation498 cited
  • 1952Review of the Principles of Life-office Valuations380 cited
  • 1994The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming362 cited
  • 1990Liabilities— A New Approach340 cited
  • 2001Credit risk optimization with Conditional Value-at-Risk criterion295 cited
  • 2013The amendment to the capital accord to incorporate market risk283 cited
  • 1997Commercial Bank Risk Management: An Analysis of the Process

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  • 2015Enterprise Risk Management: Factors Associated with Effective Implementation19 cited