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A theory of risk capital

Published:2015-12 Issue:3 Volume:118 Page:620-635
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Erel Isil,Myers Stewart C.,Read James A.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. Coherent measures of risk;Artzner;Mathematical Finance,1999

2. The marginal cost of risk, risk measures, and capital allocation. Unpublished working paper;Bauer,2013

3. Principles of Corporate Finance;Brealey,2014

4. Capital allocation and the pricing of financially intermediated risks: an empirical investigation. Unpublished working paper;Cummins,2006

5. Theoretical considerations of the effect of federal income taxes on investment income in property-liability ratemaking;Derrig;The Journal of Risk and Insurance,1994

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2. Capital Structure Theory: Past, Present, Future;Mathematics;2023-01-26

3. Capital Structure Theory: Past, Present, Future;The Brusov–Filatova–Orekhova Theory of Capital Structure;2023

4. Structured XVAs: Diffusive Portfolios;SSRN Electronic Journal;2023

5. Credit Risk Pooling as a Tool to Optimize Deadweight Costs of Regional Banks;SSRN Electronic Journal;2023

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