Matches in SemOpenAlex for { <https://semopenalex.org/work/W2087604012> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2087604012 abstract "We consider capital allocation in a hierarchical corporate structure where stakeholders at two organizational levels (e.g. board members vs. line managers) may have conflicting objectives, preferences, and beliefs about risk. Capital allocation is considered as the solution to an optimization problem whereby a quadratic deviation measure between individual losses (at both levels) and allocated capital amounts is minimized. Thus, this paper generalizes the framework of Dhaene et al. (2012), by allowing potentially diverging risk preferences in a hierarchical structure. An explicit unique solution to this optimization problem is given. In several examples, it is shown how the optimal capital allocation achieves a compromise between conflicting views of risk within the organization." @default.
- W2087604012 created "2016-06-24" @default.
- W2087604012 creator A5021161455 @default.
- W2087604012 creator A5041778690 @default.
- W2087604012 date "2013-01-01" @default.
- W2087604012 modified "2023-09-23" @default.
- W2087604012 title "Optimal Capital Allocation in a Hierarchical Corporate Structure" @default.
- W2087604012 cites W1908463481 @default.
- W2087604012 cites W1988285751 @default.
- W2087604012 cites W1995833996 @default.
- W2087604012 cites W2054233582 @default.
- W2087604012 cites W2060313962 @default.
- W2087604012 cites W2126933858 @default.
- W2087604012 cites W656455340 @default.
- W2087604012 doi "https://doi.org/10.2139/ssrn.2304954" @default.
- W2087604012 hasPublicationYear "2013" @default.
- W2087604012 type Work @default.
- W2087604012 sameAs 2087604012 @default.
- W2087604012 citedByCount "1" @default.
- W2087604012 countsByYear W20876040122014 @default.
- W2087604012 crossrefType "journal-article" @default.
- W2087604012 hasAuthorship W2087604012A5021161455 @default.
- W2087604012 hasAuthorship W2087604012A5041778690 @default.
- W2087604012 hasBestOaLocation W20876040122 @default.
- W2087604012 hasConcept C10138342 @default.
- W2087604012 hasConcept C120527767 @default.
- W2087604012 hasConcept C124101348 @default.
- W2087604012 hasConcept C126255220 @default.
- W2087604012 hasConcept C129844170 @default.
- W2087604012 hasConcept C138142054 @default.
- W2087604012 hasConcept C144024400 @default.
- W2087604012 hasConcept C144133560 @default.
- W2087604012 hasConcept C149933338 @default.
- W2087604012 hasConcept C162324750 @default.
- W2087604012 hasConcept C166957645 @default.
- W2087604012 hasConcept C175444787 @default.
- W2087604012 hasConcept C181622380 @default.
- W2087604012 hasConcept C2524010 @default.
- W2087604012 hasConcept C2780009758 @default.
- W2087604012 hasConcept C2780821815 @default.
- W2087604012 hasConcept C2781472820 @default.
- W2087604012 hasConcept C33923547 @default.
- W2087604012 hasConcept C36289849 @default.
- W2087604012 hasConcept C41008148 @default.
- W2087604012 hasConcept C46355384 @default.
- W2087604012 hasConcept C83646750 @default.
- W2087604012 hasConcept C95457728 @default.
- W2087604012 hasConceptScore W2087604012C10138342 @default.
- W2087604012 hasConceptScore W2087604012C120527767 @default.
- W2087604012 hasConceptScore W2087604012C124101348 @default.
- W2087604012 hasConceptScore W2087604012C126255220 @default.
- W2087604012 hasConceptScore W2087604012C129844170 @default.
- W2087604012 hasConceptScore W2087604012C138142054 @default.
- W2087604012 hasConceptScore W2087604012C144024400 @default.
- W2087604012 hasConceptScore W2087604012C144133560 @default.
- W2087604012 hasConceptScore W2087604012C149933338 @default.
- W2087604012 hasConceptScore W2087604012C162324750 @default.
- W2087604012 hasConceptScore W2087604012C166957645 @default.
- W2087604012 hasConceptScore W2087604012C175444787 @default.
- W2087604012 hasConceptScore W2087604012C181622380 @default.
- W2087604012 hasConceptScore W2087604012C2524010 @default.
- W2087604012 hasConceptScore W2087604012C2780009758 @default.
- W2087604012 hasConceptScore W2087604012C2780821815 @default.
- W2087604012 hasConceptScore W2087604012C2781472820 @default.
- W2087604012 hasConceptScore W2087604012C33923547 @default.
- W2087604012 hasConceptScore W2087604012C36289849 @default.
- W2087604012 hasConceptScore W2087604012C41008148 @default.
- W2087604012 hasConceptScore W2087604012C46355384 @default.
- W2087604012 hasConceptScore W2087604012C83646750 @default.
- W2087604012 hasConceptScore W2087604012C95457728 @default.
- W2087604012 hasLocation W20876040121 @default.
- W2087604012 hasLocation W20876040122 @default.
- W2087604012 hasOpenAccess W2087604012 @default.
- W2087604012 hasPrimaryLocation W20876040121 @default.
- W2087604012 hasRelatedWork W2002048109 @default.
- W2087604012 hasRelatedWork W2005714583 @default.
- W2087604012 hasRelatedWork W2037596240 @default.
- W2087604012 hasRelatedWork W2126749774 @default.
- W2087604012 hasRelatedWork W2134734388 @default.
- W2087604012 hasRelatedWork W2206477502 @default.
- W2087604012 hasRelatedWork W2221401324 @default.
- W2087604012 hasRelatedWork W2260586530 @default.
- W2087604012 hasRelatedWork W2376740108 @default.
- W2087604012 hasRelatedWork W2390502186 @default.
- W2087604012 hasRelatedWork W2553960800 @default.
- W2087604012 hasRelatedWork W2800978739 @default.
- W2087604012 hasRelatedWork W2939765328 @default.
- W2087604012 hasRelatedWork W2953733232 @default.
- W2087604012 hasRelatedWork W3008798882 @default.
- W2087604012 hasRelatedWork W3098803497 @default.
- W2087604012 hasRelatedWork W3122854536 @default.
- W2087604012 hasRelatedWork W3124432437 @default.
- W2087604012 hasRelatedWork W570461959 @default.
- W2087604012 hasRelatedWork W934629434 @default.
- W2087604012 isParatext "false" @default.
- W2087604012 isRetracted "false" @default.
- W2087604012 magId "2087604012" @default.
- W2087604012 workType "article" @default.