Ausgabe 3/2013
Inhalt (11 Artikel)
Research Article
Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants
Ajantha Sisira Kumara, Wade Donald Pfau
Research Article
Dynamic capital structure and the contingent capital option
Emilio Barucci, Luca Del Viva
Research Article
Technological advances and the decision to invest
Christian Riis Flor, Simon Lysbjerg Hansen
Research Article
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Farzad Alavi Fard, Tak Kuen Siu
Research Article
A second-order stock market model
Robert Fernholz, Tomoyuki Ichiba, Ioannis Karatzas
Research Article
Predicting rating changes for banks: how accurate are accounting and stock market indicators?
Isabelle Distinguin, Iftekhar Hasan, Amine Tarazi
Research Article
Identifying the determinants of mortgage default in Colombia between 1997 and 2004
Juan Esteban Carranza, Dairo Estrada
Research Article
Financial fragility in a general equilibrium model: the Brazilian case
Benjamin M. Tabak, Daniel O. Cajueiro, Dimas M. Fazio
Research Article
First steps towards an equilibrium theory for Lévy financial markets
Frederik S. Herzberg