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Measures of risk. Journal of Banking & Finance, 26 (7): 1253--1272 (July 2002)The role of capital in financial institutions, , and . Journal of Banking & Finance, 19 (3-4): 393--430 (June 1995)Mathematical methods in investment and finance, and . North-Holland Publ. Co. u.a., Amsterdam u.a., (1972)Portfolio theory with application to bank asset management. Economic theory, econometrics and mathematical economics Academic Press, New York, NY u.a., (1980)Bank asset management and financial insurance. Journal of Banking & Finance, 10 (2): 295--307 (June 1986)The role of international banking in the `oil surplus' adjustment process. Journal of Banking & Finance, 7 (4): 497--518 (December 1983)