| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A compositional analysis of systemic risk in European financial institutions
|
Fiori, Anna Maria
|
|
|
|
3 |
p. 325-354
|
artikel
|
| 2 |
A multicriteria discrimination approach for the credit rating of Asian banks
|
Pasiouras, Fotios
|
|
|
|
3 |
p. 351-367
|
artikel
|
| 3 |
A multicriteria discrimination approach for the credit rating of Asian banks
|
Pasiouras, Fotios
|
|
2006
|
|
3 |
p. 351-367
|
artikel
|
| 4 |
Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits
|
D’Amico, Guglielmo
|
|
|
|
3 |
p. 383-400
|
artikel
|
| 5 |
An empirical analysis of organized crime, corruption and economic growth
|
Neanidis, Kyriakos C.
|
|
2017
|
|
3 |
p. 273-298
|
artikel
|
| 6 |
A nonparametric quantity-of-quality approach to assessing financial asset return performance
|
Haley, M. Ryan
|
|
2018
|
|
3 |
p. 343-351
|
artikel
|
| 7 |
A portfolio choice problem under risk capacity constraint
|
Tian, Weidong
|
|
|
|
3 |
p. 285-326
|
artikel
|
| 8 |
Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change
|
Osterrieder, Jörg R.
|
|
2006
|
|
3 |
p. 287-301
|
artikel
|
| 9 |
A second-order stock market model
|
Fernholz, Robert
|
|
2012
|
|
3 |
p. 439-454
|
artikel
|
| 10 |
A stock market model based on CAPM and market size
|
Flores, Brandon
|
|
|
|
3 |
p. 405-424
|
artikel
|
| 11 |
Balance, growth and diversity of financial markets
|
Kardaras, Constantinos
|
|
2007
|
|
3 |
p. 369-397
|
artikel
|
| 12 |
Bank business models, negative policy rates, and prudential regulation
|
Savona, Roberto
|
|
|
|
3 |
p. 355-392
|
artikel
|
| 13 |
Birds of a feather: separating spillovers from shocks in sovereign default
|
Rudderham, Ryan
|
|
|
|
3 |
p. 353-378
|
artikel
|
| 14 |
Bubbles, growth and imperfection of credit market in a two-country model
|
Shimizu, Ryosuke
|
|
2018
|
|
3 |
p. 353-377
|
artikel
|
| 15 |
Cash flows risk, capital structure, and corporate bond yields
|
Palazzo, Berardino
|
|
2019
|
|
3 |
p. 401-420
|
artikel
|
| 16 |
Central bank haircut policy
|
Chapman, James T. E.
|
|
2010
|
|
3 |
p. 319-348
|
artikel
|
| 17 |
Co-jumps and recursive preferences in portfolio choices
|
Oliva, Immacolata
|
|
|
|
3 |
p. 291-324
|
artikel
|
| 18 |
Correction to: Modeling the inconsistency in intertemporal choice: the generalized Weibull discount function and its extension
|
Cruz Rambaud, Salvador
|
|
2018
|
|
3 |
p. 427
|
artikel
|
| 19 |
Demand shocks and market manipulation
|
Pinheiro, Marcelo
|
|
2007
|
|
3 |
p. 269-298
|
artikel
|
| 20 |
Development banking under weak institutions and imperfect credit markets
|
Senra Hodelin, Reynaldo
|
|
|
|
3 |
p. 353-380
|
artikel
|
| 21 |
Diversity and arbitrage in a regulatory breakup model
|
Strong, Winslow
|
|
2011
|
|
3 |
p. 349-374
|
artikel
|
| 22 |
Dynamic capital structure and the contingent capital option
|
Barucci, Emilio
|
|
2012
|
|
3 |
p. 337-364
|
artikel
|
| 23 |
Dynamic optimal hedge ratio design when price and production are stochastic with jump
|
Gaston Clément, Nyassoke Titi
|
|
|
|
3 |
p. 419-428
|
artikel
|
| 24 |
Dynamic portfolio strategies under a fully correlated jump-diffusion process
|
Escobar-Anel, Marcos
|
|
2019
|
|
3 |
p. 421-453
|
artikel
|
| 25 |
Effects of corporate tax reform on optimum debt maturity
|
Nam, Chang Woon
|
|
2009
|
|
3 |
p. 369-389
|
artikel
|
| 26 |
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
|
Kirkby, J. Lars
|
|
|
|
3 |
p. 307-351
|
artikel
|
| 27 |
Financial fragility in a general equilibrium model: the Brazilian case
|
Tabak, Benjamin M.
|
|
2012
|
|
3 |
p. 519-541
|
artikel
|
| 28 |
First steps towards an equilibrium theory for Lévy financial markets
|
Herzberg, Frederik S.
|
|
2012
|
|
3 |
p. 543-572
|
artikel
|
| 29 |
Forecasting volatility in bitcoin market
|
Segnon, Mawuli
|
|
|
|
3 |
p. 435-462
|
artikel
|
| 30 |
Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs
|
Brown, Martin
|
|
|
|
3 |
p. 423-433
|
artikel
|
| 31 |
Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia
|
Fan, Min
|
|
2006
|
|
3 |
p. 259-285
|
artikel
|
| 32 |
Hidden persistent disasters and asset prices
|
Suzuki, Masataka
|
|
2013
|
|
3 |
p. 395-418
|
artikel
|
| 33 |
How does competition affect real earnings management to meet or beat targets? Evidence from import tariff reductions
|
Young, Alex
|
|
2017
|
|
3 |
p. 331-342
|
artikel
|
| 34 |
Identifying the determinants of mortgage default in Colombia between 1997 and 2004
|
Carranza, Juan Esteban
|
|
2012
|
|
3 |
p. 501-518
|
artikel
|
| 35 |
Informed short sales and option introductions
|
Blau, Benjamin M.
|
|
2012
|
|
3 |
p. 365-382
|
artikel
|
| 36 |
Investment, agency conflicts, debt maturity, and loan guarantees by negotiation
|
Gan, Liu
|
|
2017
|
|
3 |
p. 253-271
|
artikel
|
| 37 |
Investment timing in presence of downside risk: a certainty equivalent characterization
|
Alvarez, Luis H. R.
|
|
2008
|
|
3 |
p. 317-333
|
artikel
|
| 38 |
IPO share allocation and conflicts of interest
|
Kojima, Naoki
|
|
|
|
3 |
p. 369-387
|
artikel
|
| 39 |
IPO share allocation and conflicts of interest
|
Kojima, Naoki
|
|
2006
|
|
3 |
p. 369-387
|
artikel
|
| 40 |
Irreversible investment and discounting: an arbitrage pricing approach
|
Thijssen, Jacco J. J.
|
|
2008
|
|
3 |
p. 295-315
|
artikel
|
| 41 |
K-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance?
|
Haley, M. Ryan
|
|
2017
|
|
3 |
p. 341-353
|
artikel
|
| 42 |
Liquidity and market incompleteness
|
Zurita, Felipe
|
|
2007
|
|
3 |
p. 299-303
|
artikel
|
| 43 |
Managerial ownership with rent-seeking employees
|
Wilson, Linus
|
|
2013
|
|
3 |
p. 375-394
|
artikel
|
| 44 |
Maximal submarkets that replicate any option
|
Polyrakis, Ioannis A.
|
|
2009
|
|
3 |
p. 407-423
|
artikel
|
| 45 |
Modeling the inconsistency in intertemporal choice: the generalized Weibull discount function and its extension
|
Cruz Rambaud, Salvador
|
|
2018
|
|
3 |
p. 415-426
|
artikel
|
| 46 |
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures
|
Miltersen, Kristian R.
|
|
2006
|
|
3 |
p. 303-325
|
artikel
|
| 47 |
On the money creation approach to banking
|
Faure, Salomon
|
|
|
|
3 |
p. 265-318
|
artikel
|
| 48 |
On the neutrality of debt in investment intensity
|
Wong, Kit Pong
|
|
2009
|
|
3 |
p. 335-356
|
artikel
|
| 49 |
Optimal bailouts, bank’s incentive and risk
|
Lucchetta, Marcella
|
|
2019
|
|
3 |
p. 369-399
|
artikel
|
| 50 |
Optimal compensation and investment affected by firm size and time-varying external factors
|
Lai, Chong
|
|
|
|
3 |
p. 407-422
|
artikel
|
| 51 |
Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy
|
Buckley, Winston
|
|
2018
|
|
3 |
p. 337-368
|
artikel
|
| 52 |
Optimal dynamic basis trading
|
Angoshtari, Bahman
|
|
2019
|
|
3 |
p. 307-335
|
artikel
|
| 53 |
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
|
Daníelsson, Jón
|
|
2007
|
|
3 |
p. 345-367
|
artikel
|
| 54 |
Portfolio management without probabilities or statistics
|
Flåm, Sjur Didrik
|
|
2008
|
|
3 |
p. 357-368
|
artikel
|
| 55 |
Portfolio management with stochastic interest rates and inflation ambiguity
|
Munk, Claus
|
|
2013
|
|
3 |
p. 419-455
|
artikel
|
| 56 |
Predicting rating changes for banks: how accurate are accounting and stock market indicators?
|
Distinguin, Isabelle
|
|
2012
|
|
3 |
p. 471-500
|
artikel
|
| 57 |
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
|
Fard, Farzad Alavi
|
|
2012
|
|
3 |
p. 421-438
|
artikel
|
| 58 |
Pricing errors and estimates of risk premia in factor models
|
Sawyer, Kim R.
|
|
2009
|
|
3 |
p. 391-403
|
artikel
|
| 59 |
Pricing of discount bonds with a Markov switching regime
|
Elliott, Robert J.
|
|
2013
|
|
3 |
p. 509-522
|
artikel
|
| 60 |
Proprietary trading losses in banks: do banks invest sufficiently in control?
|
Instefjord, Norvald
|
|
|
|
3 |
p. 329-350
|
artikel
|
| 61 |
Proprietary trading losses in banks: do banks invest sufficiently in control?
|
Instefjord, Norvald
|
|
2006
|
|
3 |
p. 329-350
|
artikel
|
| 62 |
Quadratic minimization with portfolio and intertemporal wealth constraints
|
Zhu, Dian
|
|
2017
|
|
3 |
p. 299-340
|
artikel
|
| 63 |
Rational pricing of leveraged ETF expense ratios
|
Garivaltis, Alex
|
|
|
|
3 |
p. 393-418
|
artikel
|
| 64 |
Regime-switching measure of systemic financial stress
|
Abdymomunov, Azamat
|
|
2012
|
|
3 |
p. 455-470
|
artikel
|
| 65 |
Return attribution analysis of the UK insurance portfolios
|
Christodoulakis, G. A.
|
|
2009
|
|
3 |
p. 405-420
|
artikel
|
| 66 |
Risk-averse asymptotics for reservation prices
|
Carassus, Laurence
|
|
2010
|
|
3 |
p. 375-387
|
artikel
|
| 67 |
Search and herding effects in peer-to-peer lending: evidence from prosper.com
|
Berkovich, Efraim
|
|
2011
|
|
3 |
p. 389-405
|
artikel
|
| 68 |
Sentiment-based indicators of real estate market stress and systemic risk: international evidence
|
Stolbov, Mikhail
|
|
|
|
3 |
p. 355-382
|
artikel
|
| 69 |
Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
|
Chen, Yu
|
|
2007
|
|
3 |
p. 305-344
|
artikel
|
| 70 |
Switching to a poor business activity: optimal capital structure, agency costs and covenant rules
|
Décamps, Jean-Paul
|
|
|
|
3 |
p. 389-409
|
artikel
|
| 71 |
Switching to a poor business activity: optimal capital structure, agency costs and covenant rules
|
Décamps, Jean-Paul
|
|
2006
|
|
3 |
p. 389-409
|
artikel
|
| 72 |
Systemic risk measurement: bucketing global systemically important banks
|
Brogi, Marina
|
|
|
|
3 |
p. 319-351
|
artikel
|
| 73 |
Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise
|
Pederzoli, Chiara
|
|
2017
|
|
3 |
p. 237-251
|
artikel
|
| 74 |
Technological advances and the decision to invest
|
Flor, Christian Riis
|
|
2012
|
|
3 |
p. 383-420
|
artikel
|
| 75 |
The decline of calendar seasonality in the Australian stock exchange, 1958–2005
|
Worthington, Andrew C.
|
|
2008
|
|
3 |
p. 421-433
|
artikel
|
| 76 |
The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market
|
Perlin, Marcelo
|
|
2013
|
|
3 |
p. 457-480
|
artikel
|
| 77 |
The Discounted Economic Stock of Money with VAR Forecasting
|
Barnett, William A.
|
|
2006
|
|
3 |
p. 229-258
|
artikel
|
| 78 |
The equity premium: a deeper puzzle
|
Azeredo, Francisco
|
|
2014
|
|
3 |
p. 347-373
|
artikel
|
| 79 |
The no-arbitrage pricing of non-traded assets
|
Jarrow, Robert A.
|
|
|
|
3 |
p. 401-418
|
artikel
|
| 80 |
The price leadership share: a new measure of price discovery in financial markets
|
De Blasis, Riccardo
|
|
|
|
3 |
p. 381-405
|
artikel
|
| 81 |
The pricing kernel puzzle: survey and outlook
|
Cuesdeanu, Horatio
|
|
2017
|
|
3 |
p. 289-329
|
artikel
|
| 82 |
To what extent are investment bank-differentiating factors relevant for firms floating moderate-sized IPOs?
|
Kulkarni, Kedar S.
|
|
|
|
3 |
p. 297-327
|
artikel
|
| 83 |
To what extent are investment bank-differentiating factors relevant for firms floating moderate-sized IPOs?
|
Kulkarni, Kedar S.
|
|
2006
|
|
3 |
p. 297-327
|
artikel
|
| 84 |
Two sided efficient frontiers at multiple time horizons
|
Madan, Dilip B.
|
|
|
|
3 |
p. 327-353
|
artikel
|
| 85 |
Valuation of R&D compound option using Markov chain approach
|
D’Amico, Guglielmo
|
|
|
|
3 |
p. 379-404
|
artikel
|
| 86 |
Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks
|
Ibragimov, Rustam
|
|
2010
|
|
3 |
p. 285-318
|
artikel
|
| 87 |
What determines the share of non-resident public debt ownership? Evidence from Euro Area countries
|
Jalles, João Tovar
|
|
2018
|
|
3 |
p. 379-414
|
artikel
|
| 88 |
Will banning naked CDS impact bond prices?
|
Capponi, Agostino
|
|
2013
|
|
3 |
p. 481-508
|
artikel
|
| 89 |
Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants
|
Kumara, Ajantha Sisira
|
|
2011
|
|
3 |
p. 319-335
|
artikel
|
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