RT Journal Article SR Electronic T1 Value at Risk and Optimal Capital Allocation JF Special Issues FD Institutional Investor Journals SP 40 OP 44 VO 2000 IS 1 A1 Robert Glauber A1 Andrew Lapkin A1 Kristen Walters YR 2000 UL https://pm-research.com/content/2000/1/40.abstract AB