Volatile allocations
| Authors | |
|---|---|
| Publication date | 2021 |
| Journal | The Actuary |
| Volume | Issue number | 2021 | Jan/Feb |
| Pages (from-to) | 20-23 |
| Organisations |
|
| Abstract | Tim Boonen discusses the pitfalls of the Euler rule for capital allocation and proposes an alternative. |
| Document type | Article |
| Language | English |
| Published at | https://www.theactuary.com/2021/02/03/january-february-2021-digital-issue https://www.theactuary.com/2021/02/04/volatile-allocations-euler-rule |
| Downloads |
ACT JanFeb21 Full LR
(Final published version)
|
| Permalink to this page | |
