Value at Risk and Optimal Capital Allocation

Robert Glauber,Andrew Lapkin,Kristen Walters

Value at Risk and Optimal Capital Allocation

2000

Robert Glauber
Andrew Lapkin
Kristen Walters

1. Robert Glauber 1. is chairman of Measurisk.com, a web-based risk measurement company serving the investment community, in New York. 2. Andrew Lapkin 1. is chief operating officer at Measurisk.com. 3. Kristen Walters 1. is director of product management at Measurisk.com. >

Keywords:

Return on capital
Value at risk
Officer
Glauber
Capital allocation line
Business
Product management
Finance
Cost of capital
Microeconomics

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