Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem

Article Properties
  • Language
    English
  • DOI (url)
    10.3390/math11183846
  • Publication Date
    2023/09/07
  • Journal
    Mathematics
  • Indian UGC (journal)
  • Refrences
    53
  • Jaume Belles-Sampera Department of Econometrics, Riskcenter-IREA, University of Barcelona, 08007 Barcelona, Spain ORCID (unauthenticated)
  • Montserrat Guillen Department of Econometrics, Riskcenter-IREA, University of Barcelona, 08007 Barcelona, Spain ORCID (unauthenticated)
  • Miguel Santolino Department of Econometrics, Riskcenter-IREA, University of Barcelona, 08007 Barcelona, Spain ORCID (unauthenticated)
Abstract
Cite
Belles-Sampera, Jaume, et al. “Haircut Capital Allocation As the Solution of a Quadratic Optimisation Problem”. Mathematics, vol. 11, no. 18, 2023, p. 3846, https://doi.org/10.3390/math11183846.
Belles-Sampera, J., Guillen, M., & Santolino, M. (2023). Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem. Mathematics, 11(18), 3846. https://doi.org/10.3390/math11183846
Belles-Sampera, Jaume, Montserrat Guillen, and Miguel Santolino. “Haircut Capital Allocation As the Solution of a Quadratic Optimisation Problem”. Mathematics 11, no. 18 (2023): 3846. https://doi.org/10.3390/math11183846.
Belles-Sampera J, Guillen M, Santolino M. Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem. Mathematics. 2023;11(18):3846.
Journal Category
Science
Mathematics
Refrences
Title Journal Journal Categories Citations Publication Date
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
 5 2023
Extended gradient of convex function and capital allocation European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
 3 2023
Political ideology and international capital allocation Journal of Financial Economics
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 25 2023
The fault-tolerant and error-correction mechanism and capital allocation efficiency of state-owned Enterprises in China Pacific-Basin Finance Journal
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2 2023
Owners’ portfolio diversification and internal capital allocation Pacific-Basin Finance Journal
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1 2022
Refrences Analysis
Category Category Repetition
Technology: Engineering (General). Civil engineering (General)8
Technology: Manufactures: Production management. Operations management6
Technology: Technology (General): Industrial engineering. Management engineering3
Science: Mathematics2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks1
Technology: Mechanical engineering and machinery1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
The category Technology: Engineering (General). Civil engineering (General) 8 is the most frequently represented among the references in this article. It primarily includes studies from European Journal of Operational Research The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year