Enterprise Risk Management and Capital Budgeting under Dependent Risks: An Integrated Framework

Submitted on 21st May 2015
Strategy
Risk Optimisation
ERM and Risk Management Framework
Risk Dependency
Management
Enterprise Risk Management (ERM)
Decisions under Uncertainty
Corporate Risk
Capital Budgeting

Develops an integrated framework that aligns risk management and capital budgeting across business divisions to optimize the streamlined enterprise strategic goal in a multi-period setting

Source
Casualty Actuarial Society
Length of Resource
43 pages
Resource File
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Author
Jing Ai, Department of Financial Economics and Institutions, The University of Hawaii at Manoa & Tianyang Wang, Finance and Real Estate Department, Colorado State University
Date Published
Publication Type
paper
Resource Type
academic