Risk Management and Value Creation in ... - Arabictrader.com

References 297
and Abuses,” Journal of Applied Corporate Finance, Volume 10, Number
4, Winter 1998, pp. 26–38.
Damodaran, Aswath (1997) Corporate Finance—Theory and Practice, New
York: John Wiley & Sons, Inc.
Davis, Donald, and Kevin Lee (1997) “A Practical Approach to Capital
Structure for Banks,” Journal of Applied Corporate Finance, Volume
10, Number 1, Spring 1997, pp. 33–43.
DeMarzo, Peter, and Darrel Duffie (1991) “Corporate Financial Hedging
with Proprietary Information,” Journal of Economic Theory, Volume
53, pp. 261–286.
DeMarzo, Peter, and Darrel Duffie (1992) “Corporate Incentives for Hedging
and Hedge Accounting,” working paper, Northwestern University.
Dermine, Jean (1998) “Pitfalls in the Application of RAROC in Loan
Management,” The Arbitrageur, Volume 1, Number 1, pp. 21–27.
DeStefano, Michel T., and Virginia L. Manzer (1999) Financial Institutions
Criteria, New York: Standard & Poor’s.
Deutsche Bank (1999) Annual Report, Risk Report, pp. 123–139.
Dewenter, Kathryn L., and Alan C. Hess (1997) “Risk and Returns in Relationship
and Transactional Banks: Evidence from Banks’ Returns in
Germany, Japan, the U.K., and the U.S.,” working paper 97-23, Financial
Institutions Center, The Wharton School, University of Pennsylvania.
Diamond, Douglas (1984) “Financial Intermediation and Delegated Monitoring,”
Review of Economic Studies, Volume 51, pp. 393–414.
Diamond, Douglas W., and Raghuram G. Rajan (1999) “A Theory of Bank
Capital,” working paper, University of Chicago, Revised: April 1999.
Diebold, Francis X., Til Schuermann, and John D. Stroughair (1998) “Pitfalls
and Opportunities in the Use of Extreme Value Theory in Risk
Management,” working paper 98-10, The Wharton School, Financial
Institutions Center, University of Pennsylvania, March 1998.
Dixit, Avinash K., and Robert S. Pindyck (1994) Investment under Uncertainty,
Princeton: Princeton University Press.
Dolde, Walter (1993) “The Trajectory of Corporate Financial Risk Management,”
Journal of Applied Corporate Finance, Volume 6, Number 3,
Fall 1993, pp. 33–41.
Dowd, Kevin (1998) Beyond Value At Risk—The New Science Of Risk
Management, Chichester: John Wiley & Sons Ltd.
Dowd, Kevin (1999) “Financial Risk Management,” Journal of Portfolio
Management, July/August 1999, pp. 65–71.
Drzik, John, Marc Intrater, and Peter Nakada (1997) “Managing the Hidden
Hedge Funds within Banks,” Enterprise-Wide Risk Management
Supplement, Risk Magazine, November 1997, pp. 1–3.
Drzik, John, Peter Nakada, and Til Schuermann (1998a) “Risk, Capital,