haku: @indexterm ALLOCATION / yhteensä: 247
viite: 93 / 247
| Tekijä: | Saita, F. |
| Otsikko: | Allocation of risk capital in financial institutions |
| Lehti: | Financial Management
1999 : AUTUMN, VOL. 28:3, p. 95-111 |
| Asiasana: | Allocation Risk management Investment Financial risk |
| Kieli: | eng |
| Tiivistelmä: | This paper focuses on the implementation issues involved with using value-at-risk measures in the capital-allocation process. In particular, it deals with the process of capital allocation and its consequences on risk-adjusted performance evaluation. |
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