DocumentCode
3460186
Title
The Analysis of Asset Correlation between Parent and Subsidiary Company
Author
Lin, Chen ; Zongfang, Zhou
Author_Institution
Sch. of Manage. & Econ., Univ. of Electron. Sci. & Technol. of China, Chengdu, China
fYear
2009
fDate
June 30 2009-July 2 2009
Firstpage
1021
Lastpage
1024
Abstract
The relationship between parent and subsidiary company makes them have more interaction in the market. In this paper, we focused on the asset correlation between parent and subsidiary company such as in an enterprise group. Based on the relation of shareholding, we get the explicit function between the asset correlation and shareholding that Parent company holds of the Subsidiary Companypsilas. Our researches show that with the shareholding amount increasing, it is possible that will increase or decrease their asset correlation.
Keywords
investment; asset correlation analysis; credit risk portfolios; enterprise group; parent and subsidiary company; regulatory capital requirements; Asset management; Banking; Companies; Conference management; Consumer electronics; Industrial relations; Information analysis; Portfolios; Stock markets; Technology management; Asset correlation; Parent and subsidiary company; Proportion of shareholding;
fLanguage
English
Publisher
ieee
Conference_Titel
New Trends in Information and Service Science, 2009. NISS '09. International Conference on
Conference_Location
Beijing
Print_ISBN
978-0-7695-3687-3
Type
conf
DOI
10.1109/NISS.2009.69
Filename
5260690
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