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Optimal capital allocation using RAROC and EVA

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      <subfield code="a">Stoughton, Neal M.</subfield>
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      <subfield code="a">Optimal capital allocation using RAROC and EVA</subfield>
      <subfield code="c">Neal M. Stoughton, Josef Zechner</subfield>
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      <subfield code="a">[Pennsylvania]</subfield>
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      <subfield code="a">Equity capital allocation plays a particularly important role for financial institutions such as banks, who issue equity infrequently but have continuous access to debt capital. In such a context this paper shows that EVA and RAROC based capital budgeting mechanisms have economic foundations</subfield>
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      <subfield code="a">Rentabilidad ajustada al riesgo</subfield>
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      <subfield code="a">Capital económico</subfield>
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      <subfield code="a">Zechner, Josef</subfield>
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      <subfield code="t">Journal of Financial Intermediation</subfield>
      <subfield code="g">Vol. 16, Issue 3, July 2007; p. 312342</subfield>
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