Wolfgang Bauer's Homepage
Former teaching assistant at the Swiss Banking Institute of the University of Zurich, former researcher at the NCCR FINRISK
and former member of RiskLab.
E-mail: b a u e r r e s {A T} w e b .d e
Research papers
- Bauer, Wolfgang:
Essays on Financial Risks and Risk Management (Thesis)
PDF [1607 kB]
- Bauer, Wolfgang:
Commonality in Liquidity in Pure Order-Driven Markets (October 1st, 2004)
PDF [500 kB],
PS Gzipped [410 kB]
- Bauer, Wolfgang:
The Impact of Heterogeneity of Beliefs on Trading Volume (June 1st, 2004)
PDF [451 kB],
PS Gzipped [362 kB]
- Bauer, Wolfgang and Ryser, Marc:
Bank Risk Management and the Franchise Value
The ICFAI Journal of Risk & Insurance, 1(1), p. 58-81, 2004
PDF [246 kB],
PS Gzipped [243 kB]
- Bauer, Wolfgang and Ryser, Marc:
Risk Management Strategies for Banks, Journal of Banking and Finance, 28(2), p. 331-352, 2004
PDF [262 kB],
PS Gzipped [325 kB]
Last update: January 2nd, 2005.