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  • The Marginal Cost of Risk, Risk Measures, and Capital Allocation
    The Marginal Cost of Risk, Risk Measures, and Capital Allocation This abstract describes a paper that reverses the sequence of the Euler (or gradient) allocation technique by calculating the ...

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    • Authors: Daniel Bauer, George H Zanjani
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments