Pierre Martineau

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

607

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

An Analysis Framework for Bank Capital Allocation

Number of pages: 21 Posted: 21 Apr 2008 Last Revised: 01 Apr 2009
Amundi Asset Management, affiliation not provided to SSRN, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 607 (46,915)

Abstract:

Loading...

Capital allocation, top-down, bottom-up, factor model, optimisation problem, Lagrange multipliers