allocation of risky projects within the banking sector. Moreover, we show that mandatory deferral of compensation is weakly …

allows firm owners to trade off efficient allocation of consumption against the efficient allocation of capital. We show that …

In finance risk capital allocation raises important questions both from theoretical and practical points of view. How … assign this to different business units? We use an axiomatic approach to examine risk capital allocation, that is we call for … analytic and simulations tools. We examine allocation methods used in practice and also ones which are theoretically …

determine the capital allocation that minimizes the excesses of sets of portfolios in lexicographical sense. The excess of a set … allocation for which the largest excess is as small as possible. We show that this allocation rule yields a unique allocation …, and that it satisfies some desirable properties. We also show that the allocation can be determined by solving a series of …

This paper deals with cost allocation problems arising from connection situations where edge costs are closed intervals … of real numbers. To solve such problems, we extend classical solutions from the theory of minimum cost spanning tree …