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

References 303
Investments in Stock Portfolios and Capital Budgets,” Review of Economics
and Statistics, Volume 47, pp. 13–37.
Lister, Michael (1997) Risikoadjustierte Ergebnismessung und
Risikokapitalallokation, Frankfurt am Main: Fritz Knapp Verlag.
Mark, Robert M. (1995) “Integrated Credit Risk Measurement,” in: Derivative
Credit Risk - Advances in Measurement and Management, London:
Risk Publications, pp. 109–139.
Mark, Robert M. (1997) “Optimal Firm-Wide Risk Management: The Whole
Company Approach,” in: Risk Management for Financial Institutions—
Advances in Measurement and Control, London: Risk Publications, pp.
145–174.
Markowitz, Harry M. (1952) “Portfolio Selection,” Journal of Finance,
Volume VII, pp. 77+.
Markowitz, Harry M. (1959) Portfolio Selection—Efficient Diversification
of Investment, New Haven, CT: Yale University Press.
Mason, Scott P. (1995) “The Allocation of Risk,” working paper 95-060,
Harvard Business School.
Matten, Chris (1996) Managing Bank Capital—Capital Allocation and
Performance Measurement, Chichester: John Wiley & Sons, Inc.
Mayers, D., and Clifford W. Smith, Jr. (1987) “Corporate Insurance and the
Underinvestment Problem,” Journal of Risk and Insurance, Volume 54,
pp.45–54.
Mayers, D., and Clifford W. Smith, Jr. (1990) “On the Corporate Demand
for Insurance: Evidence from Reinsurance Market,” Journal of Business,
Volume 63, pp. 19–40.
McNeil, A.J. (1998) “History Repeating,” Risk Magazine, Volume 11,
Number 1 January 1998, p. 99.
McNeil, A.J., and T. Saladin (1997) “The Perks over Thresholds Method for
Estimating High Quantiles of Loss Distributions,” working paper, ETH
Zurich.
Mello, A.S., and J.E. Parsons (1995) “Funding Risk and Hedge Valuation,”
working paper, University of Wisconsin-Madison.
Mello, A.S., J.E. Parsons, and A.J. Triantis (1995) “An Integrated Model of
Multinational Flexibility and Financial Hedging,” Journal of International
Economics, 1995, pp. 27–51.
Merton, Robert C. (1989) “On the Application of the Continuous-Time
Theory of Finance to Financial Intermediation and Insurance,”
The Geneva Papers on Risk and Insurance, Volume 14, July 1989, pp.
225–262.
Merton, Robert C. (1995a) “Financial Innovation and the Management and
Regulation of Financial Institutions,” Journal of Banking & Finance,
Volume 19 (June), pp. 461–481.
Merton, Robert C. (1995b) “A Functional Perspective of Financial Interme-