Optimal capital allocation using RAROC(TM) and EVA(R)

B-Tier

Journal: Journal of Financial Intermediation

Year: 2007

Volume: 16

Issue: 3

Pages: 312-342

Authors (2)

Stoughton, Neal M. (not in RePEc) Zechner, Josef (Centre for Economic Policy Res...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count