The Marginal Cost of Risk, Risk Measures, and Capital Allocation
Year of publication: |
2013
|
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Authors: | Bauer, Daniel |
Other Persons: | Zanjani, George H. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Messung | Measurement | Kapitalkosten | Cost of capital |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1787145 [DOI] |
Classification: | G20 - Financial Institutions and Services. General ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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