| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Analytical Value-at-Risk and Expected Shortfall under regime-switching
|
Taamouti, Abderrahim
|
|
2009
|
|
3 |
p. 138-151
14 p.
|
artikel
|
| 2 |
A new strategy using term-structure dynamics of commodity futures
|
Kim, Soo-Hyun
|
|
2014
|
|
3 |
p. 282-288
7 p.
|
artikel
|
| 3 |
A note on a barrier exchange option: The world's simplest option formula?
|
Lindset, Snorre
|
|
2006
|
|
3 |
p. 207-211
5 p.
|
artikel
|
| 4 |
A note on sufficient conditions for no arbitrage
|
Carr, Peter
|
|
2005
|
|
3 |
p. 125-130
6 p.
|
artikel
|
| 5 |
A note on the relationship between Fama–French risk factors and innovations of ICAPM state variables
|
In, Francis
|
|
2007
|
|
3 |
p. 165-171
7 p.
|
artikel
|
| 6 |
A note on wealth effect under CARA utility
|
Makarov, Dmitry
|
|
2010
|
|
3 |
p. 170-177
8 p.
|
artikel
|
| 7 |
Applying a factor copula to value basket credit linked notes with issuer default risk
|
Wu, Po-Cheng
|
|
2010
|
|
3 |
p. 178-183
6 p.
|
artikel
|
| 8 |
A random effects ordered probit model for rating migrations
|
Alsakka, Rasha
|
|
2010
|
|
3 |
p. 140-147
8 p.
|
artikel
|
| 9 |
A simple nonparametric approach to low-dimension, shortfall-based portfolio selection
|
Haley, M. Ryan
|
|
2008
|
|
3 |
p. 183-190
8 p.
|
artikel
|
| 10 |
A test of the widespread-point-shaving theory
|
Borghesi, Richard
|
|
2009
|
|
3 |
p. 115-121
7 p.
|
artikel
|
| 11 |
A theory of loan syndication
|
Schure, Paul
|
|
2005
|
|
3 |
p. 165-172
8 p.
|
artikel
|
| 12 |
Attainability of European path-independent claims in incomplete markets
|
Branger, Nicole
|
|
2004
|
|
3 |
p. 190-195
6 p.
|
artikel
|
| 13 |
Auctions vs. negotiations in takeovers with initial stakes
|
Loyola, Gino
|
|
2012
|
|
3 |
p. 111-120
10 p.
|
artikel
|
| 14 |
Automatic variance ratio test under conditional heteroskedasticity
|
Kim, Jae H.
|
|
2009
|
|
3 |
p. 179-185
7 p.
|
artikel
|
| 15 |
Bankruptcy risk induced by career concerns of regulators
|
Cole, John A.
|
|
2014
|
|
3 |
p. 259-271
13 p.
|
artikel
|
| 16 |
Barrier option pricing for exchange rates under the Levy–HJM processes
|
Hsu, Pao-Peng
|
|
2012
|
|
3 |
p. 176-181
6 p.
|
artikel
|
| 17 |
Bivariate mixed normal GARCH models and out-of-sample hedge performances
|
Chung, Sang-Kuck
|
|
2009
|
|
3 |
p. 130-137
8 p.
|
artikel
|
| 18 |
Can dual-currency sovereign CDS predict exchange rate returns?
|
Pu, Xiaoling
|
|
2012
|
|
3 |
p. 157-166
10 p.
|
artikel
|
| 19 |
Comments on and corrigendum to “Hedging errors with Leland's option model in the presence of transaction costs” [Finance Research Letters 4 (2007) 49–58]
|
Zhao, Yonggan
|
|
2007
|
|
3 |
p. 196-199
4 p.
|
artikel
|
| 20 |
Comments on “Hedging errors with Leland's option model in the presence of transactions costs”
|
Leland, Hayne E.
|
|
2007
|
|
3 |
p. 200-202
3 p.
|
artikel
|
| 21 |
Computing present values: Capital budgeting done correctly
|
Jarrow, Robert
|
|
2014
|
|
3 |
p. 183-193
11 p.
|
artikel
|
| 22 |
Consumption growth and time-varying expected stock returns
|
Møller, Stig Vinther
|
|
2008
|
|
3 |
p. 129-136
8 p.
|
artikel
|
| 23 |
Correcting microstructure comovement biases for integrated covariance
|
Yeh, Jin-Huei
|
|
2010
|
|
3 |
p. 184-191
8 p.
|
artikel
|
| 24 |
Cover 2/Editorial Board
|
|
|
2009
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 25 |
Cover 2/Editorial Board
|
|
|
2010
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 26 |
Cover 2/Editorial Board
|
|
|
2014
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 27 |
Cover 2/Editorial Board
|
|
|
2011
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 28 |
Cover 2/Editorial Board
|
|
|
2013
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 29 |
Cover 2/Editorial Board
|
|
|
2012
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 30 |
Credit risk assessment of fixed income portfolios using explicit expressions
|
Pagnoncelli, Bernardo K.
|
|
2014
|
|
3 |
p. 224-230
7 p.
|
artikel
|
| 31 |
Cross hedging single stock with American Depositary Receipt and stock index futures
|
Lee, Hsiang-Tai
|
|
2011
|
|
3 |
p. 146-157
12 p.
|
artikel
|
| 32 |
Decomposing the persistence of international equity flows
|
Froot, Kenneth A.
|
|
2004
|
|
3 |
p. 154-170
17 p.
|
artikel
|
| 33 |
Degrees-of-freedom problem and implied cost of equity capital
|
Kryzanowski, Lawrence
|
|
2009
|
|
3 |
p. 171-178
8 p.
|
artikel
|
| 34 |
Development and freedom as risk management
|
Chowdhry, Bhagwan
|
|
2013
|
|
3 |
p. 103-109
7 p.
|
artikel
|
| 35 |
Discrete time hedging with liquidity risk
|
Ku, Hyejin
|
|
2012
|
|
3 |
p. 135-143
9 p.
|
artikel
|
| 36 |
Disentangling risk aversion and intertemporal substitution through a reference level
|
Garcia, René
|
|
2006
|
|
3 |
p. 181-193
13 p.
|
artikel
|
| 37 |
Do firms’ earnings management practices affect their equity liquidity?
|
Chung, Huimin
|
|
2009
|
|
3 |
p. 152-158
7 p.
|
artikel
|
| 38 |
Do IPO index portfolios improve the investment opportunities for mean–variance investors?
|
Chen, Hsuan-Chi
|
|
2009
|
|
3 |
p. 159-170
12 p.
|
artikel
|
| 39 |
Editorial Board
|
|
|
2005
|
|
3 |
p. CO2-
1 p.
|
artikel
|
| 40 |
Editorial board
|
|
|
2004
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 41 |
Editorial Board
|
|
|
2007
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 42 |
Editorial Board
|
|
|
2006
|
|
3 |
p. CO2-
1 p.
|
artikel
|
| 43 |
Editorial Board
|
|
|
2008
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 44 |
Endogenous leverage and expected stock returns
|
Johnson, T.C.
|
|
2011
|
|
3 |
p. 132-145
14 p.
|
artikel
|
| 45 |
Expanding the frontier one asset at a time
|
Ukhov, Andrey D.
|
|
2006
|
|
3 |
p. 194-206
13 p.
|
artikel
|
| 46 |
Explaining breakdowns in interbank lending: A bilateral bargaining model
|
Vollmer, Uwe
|
|
2014
|
|
3 |
p. 247-253
7 p.
|
artikel
|
| 47 |
Fluctuation dynamics in US interest rates and the role of monetary policy
|
Cajueiro, Daniel O.
|
|
2010
|
|
3 |
p. 163-169
7 p.
|
artikel
|
| 48 |
Foreign exchange customers and dealers: Who’s driving whom?
|
Gradojevic, Nikola
|
|
2014
|
|
3 |
p. 213-218
6 p.
|
artikel
|
| 49 |
Gold and the US dollar: Hedge or haven?
|
Joy, Mark
|
|
2011
|
|
3 |
p. 120-131
12 p.
|
artikel
|
| 50 |
Histogram-based prediction of directional price relatives
|
Roch, Oriol
|
|
2013
|
|
3 |
p. 110-115
6 p.
|
artikel
|
| 51 |
Impact of outsiders and disclosed insider trades
|
Zhang, Wei David
|
|
2008
|
|
3 |
p. 137-145
9 p.
|
artikel
|
| 52 |
Improved method for static replication under the CEV model
|
Tsai, Wei-Che
|
|
2014
|
|
3 |
p. 194-202
9 p.
|
artikel
|
| 53 |
Industry momentum and common factors
|
Du, Ding
|
|
2005
|
|
3 |
p. 107-124
18 p.
|
artikel
|
| 54 |
Information risk and credit contagion
|
Huang, Alex YiHou
|
|
2013
|
|
3 |
p. 116-123
8 p.
|
artikel
|
| 55 |
Institutional trading and stock returns
|
Cai, Fang
|
|
2004
|
|
3 |
p. 178-189
12 p.
|
artikel
|
| 56 |
Insurance demand and first order risk increases under (μ, σ)-preferences
|
Bonilla, Claudio A.
|
|
2014
|
|
3 |
p. 219-223
5 p.
|
artikel
|
| 57 |
Iterative method for exponentially weighted rolling regression
|
Kanatani, Taro
|
|
2004
|
|
3 |
p. 196-201
6 p.
|
artikel
|
| 58 |
Learning, price formation and the early season bias in the NBA
|
Baryla Jr., Edward A.
|
|
2007
|
|
3 |
p. 155-164
10 p.
|
artikel
|
| 59 |
Leverage vs. feedback: Which Effect drives the oil market?
|
Aboura, Sofiane
|
|
2013
|
|
3 |
p. 131-141
11 p.
|
artikel
|
| 60 |
Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era
|
Chionis, Dionysios
|
|
2014
|
|
3 |
p. 254-258
5 p.
|
artikel
|
| 61 |
Mean–variance dominant trading strategies
|
Galvani, Valentina
|
|
2013
|
|
3 |
p. 142-150
9 p.
|
artikel
|
| 62 |
Measuring economic uncertainty and its impact on the stock market
|
Dzielinski, Michal
|
|
2012
|
|
3 |
p. 167-175
9 p.
|
artikel
|
| 63 |
Measuring price discovery: The variance ratio, the R 2, and the weighted price contribution
|
van Bommel, Jos
|
|
2011
|
|
3 |
p. 112-119
8 p.
|
artikel
|
| 64 |
Modeling default risk: A new structural approach
|
Yıldırım, Yıldıray
|
|
2006
|
|
3 |
p. 165-172
8 p.
|
artikel
|
| 65 |
Modeling the contemporaneous duration dependence for high-frequency stock prices
|
Chu, Ba
|
|
2010
|
|
3 |
p. 148-162
15 p.
|
artikel
|
| 66 |
Myopic loss aversion and the equity premium puzzle reconsidered
|
Durand, Robert B.
|
|
2004
|
|
3 |
p. 171-177
7 p.
|
artikel
|
| 67 |
On the consequences of state dependent preferences for the pricing of financial assets
|
Danthine, Jean-Pierre
|
|
2004
|
|
3 |
p. 143-153
11 p.
|
artikel
|
| 68 |
On the qualitative effect of volatility and duration on prices of Asian options
|
Carr, Peter
|
|
2008
|
|
3 |
p. 162-171
10 p.
|
artikel
|
| 69 |
Optimal capital structure and the impact of time-to-build
|
Agliardi, Elettra
|
|
2013
|
|
3 |
p. 124-130
7 p.
|
artikel
|
| 70 |
Optimality of the RiskMetrics VaR model
|
González-Rivera, Gloria
|
|
2007
|
|
3 |
p. 137-145
9 p.
|
artikel
|
| 71 |
Option pricing and ARCH processes
|
Zumbach, Gilles
|
|
2012
|
|
3 |
p. 144-156
13 p.
|
artikel
|
| 72 |
Option pricing in a Garch model with tempered stable innovations
|
Mercuri, Lorenzo
|
|
2008
|
|
3 |
p. 172-182
11 p.
|
artikel
|
| 73 |
Options on portfolios with higher-order moments
|
Bhandari, Rishabh
|
|
2009
|
|
3 |
p. 122-129
8 p.
|
artikel
|
| 74 |
Perceived importance of corporate boards in October 1987
|
Cheng, Shijun
|
|
2008
|
|
3 |
p. 146-155
10 p.
|
artikel
|
| 75 |
Portfolio selection with two-stage preferences
|
Taboga, Marco
|
|
2005
|
|
3 |
p. 152-164
13 p.
|
artikel
|
| 76 |
Proxy-quality thresholds: Theory and applications
|
Erickson, Timothy
|
|
2005
|
|
3 |
p. 131-151
21 p.
|
artikel
|
| 77 |
Publisher’s Note
|
|
|
2011
|
|
3 |
p. 111-
1 p.
|
artikel
|
| 78 |
Putting the dividend–price ratio under the microscope
|
Nagayasu, Jun
|
|
2007
|
|
3 |
p. 186-195
10 p.
|
artikel
|
| 79 |
Risk aversion and price limits in futures markets
|
Chou, Pin-Huang
|
|
2005
|
|
3 |
p. 173-184
12 p.
|
artikel
|
| 80 |
Risk-neutral investors do not acquire information
|
Muendler, Marc-Andreas
|
|
2008
|
|
3 |
p. 156-161
6 p.
|
artikel
|
| 81 |
Robust estimation of covariance and its application to portfolio optimization
|
Huo, Lijuan
|
|
2012
|
|
3 |
p. 121-134
14 p.
|
artikel
|
| 82 |
Shortage function and portfolio selection: On some special cases and extensions
|
Briec, Walter
|
|
2014
|
|
3 |
p. 295-302
8 p.
|
artikel
|
| 83 |
Stabilizing the market with short sale constraint? New evidence from price jump activities
|
Yeh, Jin-Huei
|
|
2014
|
|
3 |
p. 238-246
9 p.
|
artikel
|
| 84 |
The bond–stock mix under time-varying interest rates and predictable stock returns
|
Leirvik, Thomas
|
|
2014
|
|
3 |
p. 231-237
7 p.
|
artikel
|
| 85 |
The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps
|
Delis, Manthos D.
|
|
2011
|
|
3 |
p. 163-170
8 p.
|
artikel
|
| 86 |
The creation of wealth
|
Hellwig, Klaus
|
|
2007
|
|
3 |
p. 172-178
7 p.
|
artikel
|
| 87 |
The effect of CEO luck on the informativeness of stock prices: Do lucky CEOs improve stock price informativeness?
|
Chintrakarn, Pandej
|
|
2014
|
|
3 |
p. 289-294
6 p.
|
artikel
|
| 88 |
The influence of moral hazard on investment in financially constrained and unconstrained firms
|
Keefe, Michael O’Connor
|
|
2014
|
|
3 |
p. 272-281
10 p.
|
artikel
|
| 89 |
The interaction between technical currency trading and exchange rate fluctuations
|
Schulmeister, Stephan
|
|
2006
|
|
3 |
p. 212-233
22 p.
|
artikel
|
| 90 |
The random-walk behavior of the Euro exchange rate
|
Chortareas, Georgios
|
|
2011
|
|
3 |
p. 158-162
5 p.
|
artikel
|
| 91 |
The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders
|
Cotter, John
|
|
2007
|
|
3 |
p. 146-154
9 p.
|
artikel
|
| 92 |
The value premium, aggregate risk innovations, and average stock returns
|
Lindaas, Knut F.
|
|
2014
|
|
3 |
p. 303-317
15 p.
|
artikel
|
| 93 |
Tilting safety first and the Sharpe portfolio
|
Haley, M. Ryan
|
|
2006
|
|
3 |
p. 173-180
8 p.
|
artikel
|
| 94 |
Unconventional monetary policies and the corporate bond market
|
Guidolin, Massimo
|
|
2014
|
|
3 |
p. 203-212
10 p.
|
artikel
|
| 95 |
Understanding the risk of leveraged ETFs
|
Jarrow, Robert A.
|
|
2010
|
|
3 |
p. 135-139
5 p.
|
artikel
|
| 96 |
What is the correct meaning of implied volatility?
|
Kim, In Joon
|
|
2007
|
|
3 |
p. 179-185
7 p.
|
artikel
|
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