"The Marginal Cost of Risk, Risk Measures, and Capital Allocation."

Daniel Bauer, George Zanjani (2016)

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DOI: 10.1287/MNSC.2015.2190

access: closed

type: Journal Article

metadata version: 2022-04-09

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Daniel Bauer, George Zanjani:
The Marginal Cost of Risk, Risk Measures, and Capital Allocation. Manag. Sci. 62(5): 1431-1457 (2016)

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