Dr. Jan Müller

Dissertation

Optimal Economic Capital Allocation in Banking on the Basis of Decision Rights.

Publications

Risikokapitalallokation als Instrument der Banksteuerung, Controlling & Management, 51(1) (2007), 18-27                                       

Allocation of Economic Capital in Banking: A Simulation Approach, High Performance Computing in Science and Engineering ’11 (2012), 541-549    

Allocation of Economic Capital in Banking: A Simulation Approach, The VAR Modelling Handbook, McGraw-Hill (2009), 201-226