| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Absence of arbitrage in a general framework
|
Sayit, Hasanjan
|
|
2012
|
|
4 |
p. 611-624
|
artikel
|
| 2 |
A computational study on general equilibrium pricing of derivative securities
|
Thijssen, Jacco J. J.
|
|
2007
|
|
4 |
p. 505-523
|
artikel
|
| 3 |
A decision-theoretic model of asset-price underreaction and overreaction to dividend news
|
Ludwig, Alexander
|
|
2012
|
|
4 |
p. 625-665
|
artikel
|
| 4 |
A financial stability index for Colombia
|
Morales, Miguel A.
|
|
2010
|
|
4 |
p. 555-581
|
artikel
|
| 5 |
Analysis of the SRISK measure and its application to the Canadian banking and insurance industries
|
Coleman, Thomas F.
|
|
2018
|
|
4 |
p. 547-570
|
artikel
|
| 6 |
Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index
|
Issaka, Aziz
|
|
2017
|
|
4 |
p. 401-434
|
artikel
|
| 7 |
An economy with personal currency: theory and experimental evidence
|
Angerer, Martin
|
|
2010
|
|
4 |
p. 475-509
|
artikel
|
| 8 |
An evolutionary finance model with a risk-free asset
|
Belkov, Sergei
|
|
|
|
4 |
p. 593-607
|
artikel
|
| 9 |
Are performance measures equally stable?
|
Menardi, Giovanna
|
|
2012
|
|
4 |
p. 553-570
|
artikel
|
| 10 |
A semi-Markov approach to the stock valuation problem
|
D’Amico, Guglielmo
|
|
2012
|
|
4 |
p. 589-610
|
artikel
|
| 11 |
A two price theory of financial equilibrium with risk management implications
|
Madan, Dilip B.
|
|
2012
|
|
4 |
p. 489-505
|
artikel
|
| 12 |
Bargaining power and renegotiation of small private debt contracts
|
Valente, José
|
|
|
|
4 |
p. 485-510
|
artikel
|
| 13 |
Blind portfolios’ auctions in two-rounds
|
Zarpala, Lamprini
|
|
|
|
4 |
p. 545-552
|
artikel
|
| 14 |
Business-cycle pattern of asset returns: a general equilibrium explanation
|
Kang, Qiang
|
|
2019
|
|
4 |
p. 539-561
|
artikel
|
| 15 |
Continuous equilibrium in affine and information-based capital asset pricing models
|
Horst, Ulrich
|
|
2012
|
|
4 |
p. 725-755
|
artikel
|
| 16 |
Correction to: Analysis of the SRISK measure and its application to the Canadian banking and insurance industries
|
Coleman, Thomas F.
|
|
2018
|
|
4 |
p. 571-572
|
artikel
|
| 17 |
Correlation and the pricing of risks
|
Atlan, Marc
|
|
2006
|
|
4 |
p. 411-453
|
artikel
|
| 18 |
Counterparty risk, central counterparty clearing and aggregate risk
|
Deng, Binbin
|
|
2017
|
|
4 |
p. 355-400
|
artikel
|
| 19 |
Debt financing in private and public firms
|
Huynh, Kim P.
|
|
2018
|
|
4 |
p. 465-487
|
artikel
|
| 20 |
Deposit insurance and reinsurance
|
Britz, Volker
|
|
|
|
4 |
p. 425-470
|
artikel
|
| 21 |
Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
|
Grabchak, Michael
|
|
2014
|
|
4 |
p. 553-568
|
artikel
|
| 22 |
Duration, factor sensitivities, and interest rate Greeks
|
Kwon, Oh Kang
|
|
2006
|
|
4 |
p. 471-486
|
artikel
|
| 23 |
Dynamic contagion in a banking system with births and defaults
|
Ichiba, Tomoyuki
|
|
2019
|
|
4 |
p. 489-538
|
artikel
|
| 24 |
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
|
Zhang, Yumo
|
|
|
|
4 |
p. 511-544
|
artikel
|
| 25 |
Economic profitability and (non)additivity of residual income
|
Magni, Carlo Alberto
|
|
|
|
4 |
p. 471-499
|
artikel
|
| 26 |
Family firms, debtholder–shareholder agency costs and the use of covenants in private debt
|
Bagnoli, Mark
|
|
2009
|
|
4 |
p. 477-509
|
artikel
|
| 27 |
Financial soundness indicators and financial crisis episodes
|
Kasselaki, Maria Th.
|
|
2013
|
|
4 |
p. 623-669
|
artikel
|
| 28 |
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
|
Salmon, Nicholas
|
|
|
|
4 |
p. 529-558
|
artikel
|
| 29 |
Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes
|
Taub, Bart
|
|
2018
|
|
4 |
p. 429-464
|
artikel
|
| 30 |
Independents’ day? Analyst behavior surrounding the Global Settlement
|
Clarke, Jonathan E.
|
|
2009
|
|
4 |
p. 529-547
|
artikel
|
| 31 |
Indexed bonds and revisions of inflation expectations
|
Reschreiter, Andreas
|
|
2010
|
|
4 |
p. 537-554
|
artikel
|
| 32 |
Informational leverage: the problem of noise traders
|
Instefjord, Norvald
|
|
2007
|
|
4 |
p. 455-480
|
artikel
|
| 33 |
Internal financing, managerial compensation and multiple tasks
|
Brusco, Sandro
|
|
|
|
4 |
p. 501-527
|
artikel
|
| 34 |
Introduction to the special issue on ownership, control and regulation
|
Bagnoli, Mark
|
|
2011
|
|
4 |
p. 425-427
|
artikel
|
| 35 |
Investigating the dependence structure between credit default swap spreads and the U.S. financial market
|
Gatfaoui, Hayette
|
|
2009
|
|
4 |
p. 511-535
|
artikel
|
| 36 |
IPO activity and information in secondary market prices
|
Rossetto, Silvia
|
|
2012
|
|
4 |
p. 667-687
|
artikel
|
| 37 |
Leakage of rank-dependent functionally generated trading strategies
|
Xie, Kangjianan
|
|
|
|
4 |
p. 573-591
|
artikel
|
| 38 |
Legal enforcement, default and heterogeneity of project-financing contracts
|
Madeira, Gabriel A.
|
|
2014
|
|
4 |
p. 569-602
|
artikel
|
| 39 |
Maximum likelihood estimation of the double exponential jump-diffusion process
|
Ramezani, Cyrus A.
|
|
2006
|
|
4 |
p. 487-507
|
artikel
|
| 40 |
Measures of systemic risk and financial fragility in Korea
|
Lee, Jong Han
|
|
2012
|
|
4 |
p. 757-786
|
artikel
|
| 41 |
Model uncertainty on commodity portfolios, the role of convenience yield
|
Chen, Junhe
|
|
|
|
4 |
p. 501-528
|
artikel
|
| 42 |
Momentum and reversal in financial markets with persistent heterogeneity
|
Bottazzi, Giulio
|
|
2019
|
|
4 |
p. 455-487
|
artikel
|
| 43 |
More punishment, less default?
|
Quintin, Erwan
|
|
2012
|
|
4 |
p. 427-454
|
artikel
|
| 44 |
Negative call prices
|
Ruf, Johannes
|
|
2012
|
|
4 |
p. 787-794
|
artikel
|
| 45 |
Nonparametric estimates of option prices via Hermite basis functions
|
Marinelli, Carlo
|
|
|
|
4 |
p. 477-522
|
artikel
|
| 46 |
On dividend restrictions and the collapse of the interbank market
|
Goodhart, C. A. E.
|
|
2010
|
|
4 |
p. 455-473
|
artikel
|
| 47 |
On Ponzi schemes in infinite horizon collateralized economies with default penalties
|
Martins-da-Rocha, V. Filipe
|
|
2012
|
|
4 |
p. 455-488
|
artikel
|
| 48 |
On relative performance, remuneration and risk taking of asset managers
|
Barucci, Emilio
|
|
2018
|
|
4 |
p. 517-545
|
artikel
|
| 49 |
On the necessity of five risk measures
|
Guégan, Dominique
|
|
2012
|
|
4 |
p. 533-552
|
artikel
|
| 50 |
On the positive fundamental value of money with short-sale constraints
|
Giménez, Eduardo L.
|
|
2006
|
|
4 |
p. 455-469
|
artikel
|
| 51 |
Optimal investment, consumption–leisure, insurance and retirement choice
|
Perera, Ryle S.
|
|
2012
|
|
4 |
p. 689-723
|
artikel
|
| 52 |
Option pricing under fast-varying and rough stochastic volatility
|
Garnier, Josselin
|
|
2018
|
|
4 |
p. 489-516
|
artikel
|
| 53 |
Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?
|
Romaniuk, Katarzyna
|
|
2012
|
|
4 |
p. 573-588
|
artikel
|
| 54 |
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
|
Bayraktar, Erhan
|
|
2007
|
|
4 |
p. 399-429
|
artikel
|
| 55 |
Proper measures of connectedness
|
Maggi, Mario
|
|
|
|
4 |
p. 547-571
|
artikel
|
| 56 |
Regulatory reform and banking diversity: reassessing Basel 3
|
Birindelli, Giuliana
|
|
|
|
4 |
p. 429-456
|
artikel
|
| 57 |
Relative growth optimal strategies in an asset market game
|
Drokin, Yaroslav
|
|
|
|
4 |
p. 529-546
|
artikel
|
| 58 |
Robust consumption and portfolio choice for time varying investment opportunities
|
Liu, Hening
|
|
2010
|
|
4 |
p. 435-454
|
artikel
|
| 59 |
Robustness and sensitivity analyses of rough Volterra stochastic volatility models
|
Matas, Jan
|
|
|
|
4 |
p. 523-543
|
artikel
|
| 60 |
Robust portfolio optimization with a generalized expected utility model under ambiguity
|
Ma, Xiaoxian
|
|
2007
|
|
4 |
p. 431-444
|
artikel
|
| 61 |
Runs, panics and bubbles: Diamond–Dybvig and Morris–Shin reconsidered
|
Smith, Eric
|
|
2013
|
|
4 |
p. 603-622
|
artikel
|
| 62 |
Semi-nonparametric approximation and index options
|
Jiang, Julia
|
|
2018
|
|
4 |
p. 563-600
|
artikel
|
| 63 |
Short-term relative arbitrage in volatility-stabilized markets
|
Banner, Adrian D.
|
|
2007
|
|
4 |
p. 445-454
|
artikel
|
| 64 |
Some properties of portfolios constructed from principal components of asset returns
|
Severini, Thomas A.
|
|
|
|
4 |
p. 457-483
|
artikel
|
| 65 |
Stability of marketable payoffs with long-term assets
|
Bonnisseau, Jean-Marc
|
|
2014
|
|
4 |
p. 523-552
|
artikel
|
| 66 |
Stock markets fragmentation, volatility and final investors
|
Bastidon, Cécile
|
|
2017
|
|
4 |
p. 435-451
|
artikel
|
| 67 |
Technology driven organizational structure of the firm
|
Brink, René van den
|
|
2007
|
|
4 |
p. 481-503
|
artikel
|
| 68 |
The dampening effect of iceberg orders on small traders’ welfare
|
Delaney, Laura
|
|
2017
|
|
4 |
p. 453-484
|
artikel
|
| 69 |
The interaction between corporate tax structure and disclosure policy
|
Arya, Anil
|
|
2009
|
|
4 |
p. 511-527
|
artikel
|
| 70 |
The kind of silence: managing a reputation for voluntary disclosure in financial markets
|
Gietzmann, Miles B.
|
|
|
|
4 |
p. 419-447
|
artikel
|
| 71 |
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
|
Faria, Gonçalo
|
|
2012
|
|
4 |
p. 507-531
|
artikel
|
| 72 |
The role of market efficiency on implied cost of capital estimates: an international perspective
|
Schröder, David
|
|
|
|
4 |
p. 463-499
|
artikel
|
| 73 |
The value of expected return persistence
|
Schadner, Wolfgang
|
|
|
|
4 |
p. 449-476
|
artikel
|
| 74 |
Voluntary firm restructuring: why do firms sell or liquidate their subsidiaries?
|
Praet, Alain
|
|
2010
|
|
4 |
p. 449-476
|
artikel
|
| 75 |
Welfare implications of mitigating investment uncertainty
|
Ogawa, Takayuki
|
|
|
|
4 |
p. 559-582
|
artikel
|
| 76 |
What can monetary policy tell us about Bitcoin?
|
Pietrzak, Marcin
|
|
|
|
4 |
p. 545-559
|
artikel
|
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