Risk capital allocation for RORAC optimization
| Year of publication: |
2011
|
|---|---|
| Authors: | Buch, Arne ; Dorfleitner, Gregor ; Wimmer, Maximilian |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 11, p. 3001-3010
|