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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/18571
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dc.contributor.authorKang, W-Y-
dc.contributor.authorPoshakwale, S-
dc.date.accessioned2019-06-28T11:14:37Z-
dc.date.available2019-06-28T11:14:37Z-
dc.date.issued2019-06-13-
dc.identifier.citationKang, W. and Poshakwale, S. (2019) 'A new approach to optimal capital allocation for RORAC maximization in banks', Journal of Banking & Finance, 106, pp. 153-165. doi: 10.1016/j.jbankfin.2019.06.006.en_US
dc.identifier.issn0378-4266-
dc.identifier.urihttps://bura.brunel.ac.uk/handle/2438/18571-
dc.format.extent153 - 165-
dc.format.mediumPrint-Electronic-
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.rightsCopyright © 2019 Elsevier Ltd. All rights reserved. This is the accepted manuscript version of an article which has been published in final form at https://doi.org/10.1016/j.jbankfin.2019.06.006, archived on this repository under a Creative Commons CC BY-NC-ND attribution licence.-
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/-
dc.subjectregulatory risken_US
dc.subjecteconomic capitalen_US
dc.subjectoptimal capital allocationen_US
dc.subjectbanksen_US
dc.subjectEuler principleen_US
dc.titleA New Approach to Optimal Capital Allocation for RORAC Maximization in Banksen_US
dc.typeArticleen_US
dc.identifier.doihttps://doi.org/10.1016/j.jbankfin.2019.06.006-
dc.relation.isPartOfJournal of Banking and Finance-
pubs.publication-statusPublished-
pubs.volume106-
dc.identifier.eissn1872-6372-
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