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Capital Allocation Survey with Commentary
13 references·5 citing·43 second hop
Capital Allocation Survey with Commentary (2004)Capital Allocation Survey with CommentaryA Universal Framework for Pricing Financial and Insurance Risks (2002)A Universal Framework for Pri…Capital Allocation for Insurance Companies (2001)Capital Allocation for Insura…Risk contributions and performance measurement (2000)Risk contributions and perfor…Coherent Measures of Risk (1999)Coherent Measures of RiskFull-Information Industry Betas (1998)Full-Information Industry Bet…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…THEORY OF RISK CAPITAL IN FINANCIAL FIRMS (1993)THEORY OF RISK CAPITAL IN FIN…The journal of financial economics (1993)The journal of financial econ…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…On the Corporate Demand for Insurance: Evidence from the Reinsurance Market (1990)On the Corporate Demand for I…On the Corporate Demand for Insurance (1982)On the Corporate Demand for I…On the Corporate Demand for Insurance (1982)On the Corporate Demand for I…Changes in capital allocation practices – ERM and organisational change (2015)Changes in capital allocation…Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model (2013)Evaluating Risk Measures and …Implementation of Enterprise Risk Management: Evidence from the German Property-Liability Insurance Industry (2011)Implementation of Enterprise …Using Aumann-Shapley Values to Allocate Insurance Risk (2007)Using Aumann-Shapley Values t…Capital Allocation for Insurance Companies — What Good IS IT ? (2007)Capital Allocation for Insura…Essays in the Theory of Risk-Bearing. (1972)Determinants of corporate borrowing (1977)The Determinants of Firms' Hedging Policies (1985)Stock Versus Mutual Ownership Structures: The Risk Implications (1993)On the Corporate Demand for Directors' and Officers' Insurance (1997)The Relationship Between Insurance and Economic Development: 85 Empirical Papers for a Review of the Literature (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Pricing of Options and Corporate Liabilities (1973)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach (1996)The market value impact of operational loss events for US banks and insurers (2006)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pricing and capital allocation in catastrophe insurance (2002)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Problem of Social Cost (1960)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate Insurance and the Underinvestment Problem (1987)Franchising and Risk Management (1988)An Intertemporal Capital Asset Pricing Model (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Industry costs of equity (1997)Corporate financing and investment decisions when firms have information that investors do not have (1984)The theory and practice of corporate finance: evidence from the field (2001)The Cash Flow Sensitivity of Cash (2004)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)Capital and risk in property-liability insurance markets (1996)The Market for Catastrophe Risk: A Clinical Examination (1999)The Demand for Flood Insurance: Empirical Evidence (2000)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1993The journal of financial economics2,544 cited
  • 1982On the Corporate Demand for Insurance609 cited
  • 1982On the Corporate Demand for Insurance570 cited
  • 1990On the Corporate Demand for Insurance: Evidence from the Reinsurance Market485 cited
  • 1993THEORY OF RISK CAPITAL IN FINANCIAL FIRMS350 cited
  • 2001Capital Allocation for Insurance Companies286 cited
  • 2000Risk contributions and performance measurement260 cited
  • 2002A Universal Framework for Pricing Financial and Insurance Risks257 cited
  • 1998Full-Information Industry Betas71 cited

Cited by

  • 2011Implementation of Enterprise Risk Management: Evidence from the German Property-Liability Insurance Industry89 cited
  • 2007Capital Allocation for Insurance Companies — What Good IS IT ?70 cited
  • 2007

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Using Aumann-Shapley Values to Allocate Insurance Risk
36 cited
  • 2013Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model35 cited
  • 2015Changes in capital allocation practices – ERM and organisational change23 cited