Ausgabe 4/2011
Inhalt (5 Artikel)
Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads
Yoshifumi Muroi, E. Kazuhiro Takino
Forecasting Japanese Stock Returns with Financial Ratios and Other Variables
Kohei Aono, Tokuo Iwaisako
Risk-sensitive Portfolio Optimization with Two-factor Having a Memory Effect
Tadashi Hayashi, Jun Sekine
Liquidity, Skewness and Stock Returns: Evidence from Chinese Stock Market
Langnan Chen, Steven Li, Jinan Wang