Work

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

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1787145

Authors: Daniel Bauer, George H. Zanjani

Institutions: University of Wisconsin–Madison, University of Alabama

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3121132310

Cites: 44

Cited by: 9

Related to: 10