haku: @indexterm FINANCIAL RISK / yhteensä: 628
viite: 83 / 628
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. |
SCIMA