@article{BurghofSinha2005, author = {Burghof, Hans-Peter and Sinha, Tanja}, title = {Capital allocation with value-at-risk - the case of informed traders and herding}, volume = {7}, journal = {The Journal of Risk}, number = {4}, publisher = {Infopro Digital Services Limited}, address = {London}, issn = {1755-2842}, doi = {http://doi.org/10.21314/JOR.2005.116}, pages = {47 -- 73}, year = {2005}, language = {en} }