- Optimal allocation of diversification benefits
- Volume | Issue number
- 18 | 3
- Pages (from-to)
- Document type
- Faculty of Economics and Business (FEB)
- Amsterdam School of Economics Research Institute (ASE-RI)
- In recent years within Insurance companies measures like RAROC (Risk Adjusted Return on Capital) have become more popular
for Balance Sheet Management purposes. RAROC is a performance measure that quantifies the amount of return per unit of risk
that can be obtained by a certain entity.
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