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Die Passivseite der Bankbilanz. Ein Portfolio-Ansatz

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  • Urs Müller

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  • Urs Müller, 1989. "Die Passivseite der Bankbilanz. Ein Portfolio-Ansatz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 125(I), pages 55-66, March.
    • Handle: RePEc:ses:arsjes:1989-i-4
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    References listed on IDEAS

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    1. Pindyck, Robert S, 1984. "Risk, Inflation, and the Stock Market," American Economic Review, American Economic Association, vol. 74(3), pages 335-351, June.
    2. Breeden, Douglas T., 1979. "An intertemporal asset pricing model with stochastic consumption and investment opportunities," Journal of Financial Economics, Elsevier, vol. 7(3), pages 265-296, September.
    3. Dale W. Jorgenson & Jean-Jacques Laffont, 1974. "Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 615-640, National Bureau of Economic Research, Inc.
    4. Christensen, Laurits R & Jorgenson, Dale W & Lau, Lawrence J, 1975. "Transcendental Logarithmic Utility Functions," American Economic Review, American Economic Association, vol. 65(3), pages 367-383, June.
    5. Agnar Sandmo, 1977. "Portfolio Theory, Asset Demand and Taxation: Comparative Statics with Many Assets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 44(2), pages 369-379.
    6. Friedman, Benjamin M, 1980. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," American Economic Review, American Economic Association, vol. 70(1), pages 32-48, March.
    7. Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 41(5), pages 867-887, September.
    8. Benjamin M. Friedman, 1978. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.
    9. William C. Brainard & James Tobin, 1968. "Pitfalls in Financial Model-Building," Cowles Foundation Discussion Papers 244, Cowles Foundation for Research in Economics, Yale University.
    10. G. O. Bierwag & M. A. Grove, 1968. "Slutsky Equations for Assets," Journal of Political Economy, University of Chicago Press, vol. 76(1), pages 114-114.
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    1. George Sheldon, 1991. "Die Stellung der Schweiz im Wettbewerb um internationale Bankeinlagen: Eine internationale Querschnittsanalyse," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 127(III), pages 409-430, September.

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