Risk Management and Value Creation in ... - Arabictrader.com
Risk Management and Value Creation in ... - Arabictrader.com
Risk Management and Value Creation in ... - Arabictrader.com
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
References 307<br />
Sharpe, William F. (1994) “The Sharpe Ratio,” The Journal of Portfolio<br />
<strong>Management</strong>, Fall 1994, pp. 49–58.<br />
Sharpe, William F., <strong>and</strong> Gordon J. Alex<strong>and</strong>er (1990) Investments, Fourth<br />
Edition, Englewood Cliffs, NJ: Prentice-Hall.<br />
Shearer, Angus T., Robert D. Christensen, <strong>and</strong> Brooks Brady (1999) “Profitability<br />
Measures <strong>and</strong> Market Reality: The Paradox of Commercial<br />
Lend<strong>in</strong>g Competition,” Commercial Lend<strong>in</strong>g Review, Volume 14, Number<br />
3, Summer 1999, pp. 35–44.<br />
Shearer, Angus T., <strong>and</strong> Lawrence R. Forest, Jr. (1998) “Improv<strong>in</strong>g Quantification<br />
of <strong>Risk</strong>-Adjusted Performance With<strong>in</strong> F<strong>in</strong>ancial Institutions,”<br />
Commercial Lend<strong>in</strong>g Review, Volume 13, Number 3, Summer 1998,<br />
pp. 48–57.<br />
Shimko, David, <strong>and</strong> Brett Humphreys (1998) “Vot<strong>in</strong>g on <strong>Value</strong>,” <strong>Risk</strong><br />
Magaz<strong>in</strong>e, December 1998, p. 33.<br />
Simons, Kater<strong>in</strong>a (1998) “<strong>Risk</strong>-Adjusted Performance of Mutual Funds,”<br />
New Engl<strong>and</strong> Economic Review, September/October 1998, pp. 33–48.<br />
Smith, Clifford W., Jr. (1993) “<strong>Risk</strong> <strong>Management</strong> <strong>and</strong> Bank<strong>in</strong>g: The Pr<strong>in</strong>ciples,”<br />
F<strong>in</strong>anzmarkt und Portfolio <strong>Management</strong>, Volume 7, Number 1,<br />
pp. 12–23.<br />
Smith, Clifford W., Jr. (1995) “Corporate <strong>Risk</strong> <strong>Management</strong>: Theory <strong>and</strong><br />
Practice,” The Journal of Derivatives, Summer 1995, pp. 21–30.<br />
Smith, Clifford W., Jr., <strong>and</strong> René M. Stulz (1985) “The Determ<strong>in</strong>ants of<br />
Firm’s Hedg<strong>in</strong>g Policies,” Journal of F<strong>in</strong>ancial <strong>and</strong> Quantitative Analysis,<br />
Volume 20, No. 4, December 1985, pp. 391–405.<br />
Smithson, Charles W. (1997) “Capital Budget<strong>in</strong>g,” <strong>Risk</strong> Magaz<strong>in</strong>e, Volume<br />
10, Number 6, June 1997, pp. 40–41.<br />
Smithson, Charles W. (1998) “Questions Regard<strong>in</strong>g the Use of F<strong>in</strong>ancial<br />
Price <strong>Risk</strong> <strong>Management</strong> by Industrial Companies,” work<strong>in</strong>g paper, CIBC<br />
World Markets, October 1998.<br />
Smithson, Charles W., Clifford W. Smith, Jr., <strong>and</strong> D. Sykes Wilford (1990)<br />
Manag<strong>in</strong>g F<strong>in</strong>ancial <strong>Risk</strong>—A Guide to Derivative Products, F<strong>in</strong>ancial<br />
Eng<strong>in</strong>eer<strong>in</strong>g, <strong>and</strong> <strong>Value</strong> Maximization, First Edition, Chicago: Irw<strong>in</strong>.<br />
Smithson, Charles W., Clifford W. Smith, Jr., <strong>and</strong> D. Sykes Wilford (1995)<br />
Manag<strong>in</strong>g F<strong>in</strong>ancial <strong>Risk</strong>—A Guide to Derivative Products, F<strong>in</strong>ancial<br />
Eng<strong>in</strong>eer<strong>in</strong>g, <strong>and</strong> <strong>Value</strong> Maximization, Second Edition, Chicago: Irw<strong>in</strong>.<br />
Stahl, Gerhard, <strong>and</strong> Uwe Traber (2000) “Backtest<strong>in</strong>g <strong>in</strong> Action,” <strong>in</strong>:<br />
Kreditrisikomanagement—Portfoliomodelle und Derivate, Andreas<br />
Oehler (editor), Stuttgart: Schäffer-Poeschl, pp. 85–106.<br />
St<strong>and</strong>ard & Poor’s (1997) Rat<strong>in</strong>gs Performance 1996: Stability <strong>and</strong> Transition,<br />
Special Report, February 1997.<br />
Starr, Michael, Glen Grabelsky, Timothy Comiskey, Ian Jaffe, <strong>and</strong> Glen<br />
Potolsky (1999) Underst<strong>and</strong><strong>in</strong>g U.S. Bank Failures—A Look at the Past,<br />
FitchIBCA F<strong>in</strong>ancial Institutions, United States Special Report, December<br />
9, 1999.