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Controlling risikobasierter Erfolge in Universalbanken

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  • Walter S. A. Schwaiger

    (Technische Universität Wien)

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  • Walter S. A. Schwaiger, 2007. "Controlling risikobasierter Erfolge in Universalbanken," Schmalenbach Journal of Business Research, Springer, vol. 59(57), pages 211-234, January.
    • Handle: RePEc:spr:sjobre:v:59:y:2007:i:57:d:10.1007_bf03372963
    DOI: 10.1007/BF03372963
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    References listed on IDEAS

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    1. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. Chorafas, Dimitris N., 2004. "Economic Capital Allocation with Basel II," Elsevier Monographs, Elsevier, edition 1, number 9780750661829.
    4. Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-1445, November.
    5. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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