Journal of banking and finance

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  Año 2007, Vol. 31, Número 8

  • Regime switching based portfolio selection for pension funds.

    K. Frauendorfer, U. Jacoby, A. Schwendener

    págs. 265-2280

    

  • Pricing nondiversifiable credit risk in the corporate Eurobond market.

    J. Abaffy, M. Bertocchi, J. Dupacová, V. Moriggia, G. Consigli

    págs. 2233-2264

    

  • Using Tucker¿s theorem of the alternative to simplify, review and expand discrete arbitrage theory.

    M. Kallio, W.T. Ziemba

    págs. 2281-2302

    

  • Risk assessment for credit portfolios: A coupled Markov chain model.

    Y.M. Kaniovski, G.Ch. Pflug

    págs. 2303-2324

    

  • Momentum strategies based on reward¿risk stock selection criteria.

    Svetlozar T. Rachev, T. Jasic, S Stoyanov, F.J. Fabozzi

    págs. 2325-2346

    

  • Potential cost synergies from banks acquiring real estate brokerage services.

    D. Lewis, J.R. Webb

    págs. 2347-2364

    

  • Analyzing joint ventures as corporate control activity.

    M.B. Slovin, M.E. Sushka, T.P. Mantecon

    págs. 2365-2382

    

  • Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options.

    P. Carr, L. Wu

    págs. 2383-2404

    

  • Selecting copulas for risk management.

    E. Kole, K. Koedijk, M. Verbeek

    págs. 2405-2424

    

  • Asymmetric information and liquidity constraints: A new test.

    D. Holod, J. Peek

    págs. 2425-2453

    

  • Diversification and the cost of debt of bank holding companies.

    S. Deng, E. Elyasiani, Connie X. Mao

    págs. 2453-2474

    

  • A simple model of credit contagion.

    D. Egloff, D. Egloff, P. Vanini

    págs. 2475-2492

    

  • Are bank shareholders enemies of regulators or a potential source of market discipline?.

    S. Park, S. Peristiani

    págs. 2493-2516

    

  • Coherent measures of risk from a general equilibrium perspective.

    P. Csóka, P.J.-J. Herings, L.A. Koczy

    págs. 2517-2534

    

  • Does implied volatility provide any information beyond that captured in model-based volatility forecasts?.

    R. Becker, A.E. Clements, S.I. White

    págs. 2535-2550

    

  • The limits of diversification when losses may be large.

    R. Ibragimov, J. Walden

    págs. 2551-2569