Concepedia

Interbranch Asset Allocation

Interbranch Asset Allocation is a financial management framework that governs the distribution of capital and liquidity across geographically dispersed branches of a foreign bank, distinguished by its integration of regulatory, currency, and credit risk considerations unique to cross-border banking operations.

6

Publications

237

Citations

18

Authors

14

Institutions

Publications per year

2017–2026

4

Parents

Publications

6

Dynamic Asset Allocation: Portfolio Decomposition Formula and Applications

Jérôme Detemple, Marcel Rindisbacher · Review of Financial Studies · 2009 · 69 citations

, , +15

Financial intermediation and capital reallocation

Hengjie Ai, Kai Li, Fang Yang · Journal of Financial Economics · 2020 · 56 citations

, , +14

Asset allocation: new evidence through network approaches

Gian Paolo Clemente, Rosanna Grassi, Asmerilda Hitaj · Annals of Operations Research · 2019 · 45 citations · Full text

, , +14

Dynamic asset allocation when bequests are luxury goods

Jie Ding, Geoffrey Kingston, Sachi Purcal · Journal of Economic Dynamics and Control · 2013 · 33 citations

, , +11

Cojumps and asset allocation in international equity markets

Mohamed El Hédi Arouri, Oussama M’saddek, Duc Khuong Nguyen et al. · Journal of Economic Dynamics and Control · 2018 · 20 citations

, , +14

1–5 of 6

Authors

18

  1. MR
    Marcel Rindisbacher

    Boston University, United States

    1 publications · 69 citations

    1

    h-index

  2. GP
    Gian Paolo Clemente

    University of Milano-Bicocca, Italy

    1 publications · 45 citations

    1

    h-index

  3. ME
    Mohamed El Hédi Arouri

    Ecole des Hautes Etudes Commerciales du Nord, France

    1 publications · 20 citations

    1

    h-index

  4. JH
    Jonas Heipertz

    Federal Reserve Bank of St. Louis, United States

    1 publications · 14 citations

    1

    h-index

  5. RR
    Romain Rancière

    International Monetary Fund, United States

    1 publications · 14 citations

    1

    h-index

1–5 of 18

Institutions

14

  1. Boston University

    Boston, United States

    1 h-index

    2 publications

    138 citations

  2. University of Milano-Bicocca

    Milan, Italy

    1 h-index

    2 publications

    90 citations

  3. University of Missouri

    Columbia, United States

    1 h-index

    1 publications

    20 citations

  4. Paris School of Economics

    Paris, France

    1 h-index

    1 publications

    14 citations

  5. Hong Kong University of Science and Technology

    Hong Kong, Hong Kong

    1 h-index

    1 publications

    56 citations

  6. Observatoire de la Côte d’Azur

    Nice, France

    1 h-index

    1 publications

    20 citations

  7. Macquarie University

    Sydney, Australia

    1 h-index

    3 publications

    99 citations

  8. Université Clermont Auvergne

    Clermont-Ferrand, France

    1 h-index

    1 publications

    20 citations

1–8 of 14

Venues

  1. Journal of Economic Dynamics and Control

    2 publications · 53 citations

    2

    h-index

  2. Journal of Financial Economics

    1 publications · 56 citations

    1

    h-index

  3. Review of Financial Studies

    1 publications · 69 citations

    1

    h-index

  4. Journal of International Money and Finance

    1 publications · 14 citations

    1

    h-index

  5. Annals of Operations Research

    1 publications · 45 citations

    1

    h-index

1–5