Optimal capital allocation principles
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References listed on IDEAS
- Boskin, Michael J, 1974. "A Conditional Logit Model of Occupational Choice," Journal of Political Economy, University of Chicago Press, vol. 82(2), pages 389-398, Part I, M.
More about this item
KeywordsCapital allocation; risk measure; comonotonicity; Euler allocation; default option; Lloyd’s of London;
- G00 - Financial Economics - - General - - - General
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-02-28 (All new papers)
- NEP-CFN-2009-02-28 (Corporate Finance)
- NEP-IAS-2009-02-28 (Insurance Economics)
- NEP-RMG-2009-02-28 (Risk Management)
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