The Marginal Cost of Risk, Risk Measures, and Capital Allocation-Reference-Cited by-同舟云学术

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

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bauer Daniel,Zanjani George H.

Publisher

Elsevier BV

Reference50 articles.

1. Spectral Measures of Risk: A Coherent Representation of Subjective Risk Aversion;C Acerbi;Journal of Banking and Finance,2002

2. Expected Shortfall: a natural coherent alternative to Value at Risk;C Acerbi;Economic notes,2002

3. Financial Intermediary Leverage and Value-at-Risk;T Adrian;Federal Reserve Bank of New York Staff Report,2008

4. Coherent Measures of Risk;P Artzner;Mathematical Finance,1999

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An Industrial Organization Theory of Risk Sharing;North American Actuarial Journal;2013-10-02

2. Recent Research Developments Affecting Nonlife Insurance-The CAS Risk Premium Project 2011 Update;Risk Management and Insurance Review;2013-03

3. Capital Allocation and Its Discontents;Handbook of Insurance;2013

4. An Industrial Organization Theory of Risk Sharing;SSRN Electronic Journal;2011

5. Capital Allocation;SSRN Electronic Journal;2009

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