| Volume 3 Issue 2 (June 2011) |
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| Diversification and its Malcontents |
| Daniel Satchkov |
| RiXtrema Inc., NY, USA |
| Abstract | References | Full
Text |How to Cite |
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| Momentum Returns in the Spanish Stock Market: Model Misspecification or Investor Irrationality? |
| Carlos Forner Rodriguez |
| University of Alicante, Spain |
| Joaquin Marhuenda Fructuoso |
| University of Alicante, Spain |
| Abstract | References | Full
Text |How to Cite |
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| Universal Returns, Exchange Risk, and Capital Asset Prices |
| Will J. Armstrong |
| Texas A&M University, USA |
| Johan Knif |
| Hanken School of Economics, Finland |
| James W. Kolari |
| Texas A&M University, USA |
| Seppo Pynnonen |
| University of Vaasa, Finland |
| Abstract | References | Full
Text |How to Cite |
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| Model Risk and Determination of Economic Capital in the Solvency II Project |
| Frédéric Planchet |
| Université Claude Bernard Lyon 1, France |
| Pierre-E Thérond |
| Université Claude Bernard Lyon 1, France |
| Abstract | References | Full
Text |How to Cite |
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| Smooth Baseline Hazard Modeling for Corporate Exits |
| J. Taehan Bae |
| Algorithmics Inc., Canada |
| Reg Kulpergere |
| University of Western Ontario, Canada |
| Abstract | References | Full
Text | How to Cite |
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| Validity of the Homogeneity Property in Real Assets Replacement Procedures |
| J. Zambujal-Oliveira |
| Technical University of Lisbon, Portugal |
| Abstract | References | Full
Text | How to Cite |
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| Variance Swap for Local Lévy based Stochastic Volatility with Delay |
| Anatoliy Swishchuk |
| University of Calgary, Canada |
| Kevin Malenfant |
| University of Calgary, Canada |
| Abstract | References | Full
Text |How to Cite |
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| The Government Deficit and the Long-Term Interest Rate: The Case of Australia |
| Yu Hsing |
| Southeastern Louisiana University, USA |
| Abstract | References | Full
Text |How to Cite |
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| Determinants of Trading Activity after Rating Actions in the Corporate Debt Market |
| Pilar Abad |
| Universidad Rey Juan Carlos, Spain |
| Antonio Diaz |
| Universidad de Castilla-La Mancha, Spain |
| M. Dolores Robles-Fernandez |
| Universidad Complutense de Madrid, Spain |
Abstract | References | Full
Text|How to Cite |
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| Analytical Credit VaR with Stochastic Probabilities of Default and Recoveries |
| Antonio Castagna |
| Iason ltd, USA |
| Fabio Mercurio |
| Bloomberg LP and Iason ltd, USA |
| Paola Mosconi |
| Iason ltd, USA |
Abstract | References | Full
Text|How to Cite |
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