Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2014
In finance risk capital allocation raises important questions both from theoretical and practical points of view. How to share risk of a portfolio among its subportfolios? How to reserve capital in order to hedge existing risk and how to assign this to different business units? We use an...