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Content
2007, Volume 11, Issue 4
- 605-632 Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry
by Jenke Ter Horst & Marno Verbeek - 633-661 Time Variation in Mutual Fund Style Exposures
by Jan Annaert & Geert Van Campenhout - 663-692 Hide-and-Seek in the Market: Placing and Detecting Hidden Orders
by Rudy De Winne & Catherine D'hondt - 693-718 Secret Reservation Prices in Bookbuilding
by Neil Brisley & Walid Y. Busaba
2007, Volume 11, Issue 3
- 1-1 Editorial Statistics
by Marco Pagano & Josef Zechner - 359-400 Improved Forecasting of Mutual Fund Alphas and Betas
by Harry Mamaysky & Matthew Spiegel & Hong Zhang - 401-451 A Dynamic Model of Optimal Capital Structure
by Sheridan Titman & Sergey Tsyplakov - 453-496 The Positive Effects of Biased Self-Perceptions in Firms
by Simon Gervais & Itay Goldstein - 497-525 Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach
by Laurent Deville & Fabrice Riva - 527-560 Learning, Cascades, and Transaction Costs
by Maria Grazia Romano
December 2006, Volume 10, Issue 4
- 487-506 Government Debt, Reputation and Creditors’ Protections: The Tale of San Giorgio
by Michele Fratianni - 507-535 Hope Springs Eternal – French Bondholders and the Soviet Repudiation (1915–1919)
by Kim Oosterlinck & John Landon-lane - 537-585 The Origins of the German Corporation - Finance, Ownership and Control
by Julian Franks & Colin Mayer & Hannes Wagner - 587-612 Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange 1880–1910
by Thomas Gehrig & Caroline Fohlin - 613-644 Integration of Trans-Atlantic Capital Markets, 1790-1845
by Richard Sylla & Jack Wilson & Robert Wright - 645-693 Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners
by Franklin Allen & Lubomir Litov & Jianping Mei
September 2006, Volume 10, Issue 3
- 321-352 The Financial Accelerator: Evidence from International Housing Markets
by Heitor Almeida & Murillo Campello & Crocker Liu - 353-387 Structuring the Initial Offering: Who to Sell To and How to Do It
by Vojislav Maksimovic & Pegaret Pichler - 389-416 When Less (Potential Demand) Is More (Revenue): Asymmetric Bidding Capacities in Divisible Good Auctions
by Orly Sade & Charles Schnitzlein & Jaime Zender - 417-441 Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options
by Luis Alvarez & Rune Stenbacka - 443-482 Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
by Lucio Sarno & Giorgio Valente & Hyginus Leon
2006, Volume 10, Issue 2
- 189-219 Competition in Lending: Theory and Experiments
by Elena Asparouhova - 221-260 Towards a General Theory of Good-Deal Bounds
by Tomas Björk & Irina Slinko - 261-300 British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach
by William N. Goetzmann & Andrey D. Ukhov - 301-320 Chinese Walls in German Banks
by Alfred Lehar & Otto Randl
2006, Volume 10, Issue 1
- 1-1 Preface
by Franklin Allen & Marco Pagano - 1-37 The Real Effects of the Euro: Evidence from Corporate Investments
by Arturo Bris & Yrjö Koskinen & Mattias Nilsson - 39-67 Informational Barriers to Entry into Credit Markets
by Marcello Bofondi & Giorgio Gobbi - 69-98 Firm-Level Evidence on International Stock Market Comovement
by Robin Brooks & Marco Del Negro - 99-152 The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom
by G. Andrew Karolyi - 153-187 Internationalization and Stock Market Liquidity
by Ross Levine & Sergio L. Schmukler
2005, Volume 9, Issue 4
- 437-481 Talk and Action: What Individual Investors Say and What They Do
by Daniel Dorn & Gur Huberman - 483-507 Behavioral Biases and Investment
by Massimo Massa & Andrei Simonov - 509-535 Dollar Cost Averaging
by Michael J. Brennan & Feifei Li & Walter N. Torous - 537-567 Awareness and Stock Market Participation
by Luigi Guiso & Tullio Jappelli
2005, Volume 9, Issue 3
- 305-351 Do Investor Sophistication and Trading Experience Eliminate Behavioral Biases in Financial Markets?
by Lei Feng & Mark S. Seasholes - 353-383 Allocation of Decision-making Authority
by Milton Harris & Artur Raviv - 385-414 Understanding the Positive Announcement Effects of Private Equity Placements: New Insights from Hong Kong Data
by Xueping Wu & Zheng Wang & Jun Yao - 415-435 The Generalized Treynor Ratio
by Georges Hübner
2005, Volume 9, Issue 2
- 139-164 Human Capital and Popular Investment Advice
by Glenn W. Boyle & Graeme A. Guthrie - 165-200 Optimal Liquidity Trading
by Gur Huberman & Werner Stanzl - 201-242 Aggressive Orders and the Resiliency of a Limit Order Market
by Hans Degryse & Frank De Jong & Maarten Van Ravenswaaij & Gunther Wuyts - 243-279 September 11 and Stock Return Expectations of Individual Investors
by Markus Glaser & Martin Weber - 281-304 What's in a Name? An Experimental Examination of Investment Behavior
by Lucy F. Ackert & Bryan K. Church & James Tompkins & Ping Zhang
2005, Volume 9, Issue 1
- 1-32 The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
by David Goldreich & Bernd Hanke & Purnendu Nath - 33-63 Rationing in IPOs
by Christine A. Parlour & Uday Rajan - 65-96 Financial Distress and Bank Restructuring of Small to Medium Size UK Companies
by Julian Franks & Oren Sussman - 97-137 Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia
by Peter Hördahl & David Vestin
2004, Volume 8, Issue 4
- 481-514 Mergers and Acquisitions: An Experimental Analysis of Synergies, Externalities and Dynamics
by Rachel T. A. Croson & Armando Gomes & Kathleen L. McGinn & Markus Nöth - 515-536 A Time-Series Analysis of Corporate Payout Policies
by Oded Sarig - 537-569 Bankruptcy Prediction with Industry Effects
by Sudheer Chava & Robert A. Jarrow - 571-602 Deposit Insurance, Moral Hazard and Market Monitoring
by Reint Gropp & Jukka Vesala
2004, Volume 8, Issue 3
- 327-353 Exit Options in Corporate Finance: Liquidity versus Incentives
by Philippe Aghion & Patrick Bolton & Jean Tirole - 355-401 R&D Investments with Competitive Interactions
by Kristian R. Miltersen & Eduardo S. Schwart - 403-443 Performance and Employer Stock in 401(k) Plans
by Gur Huberman & Paul Sengmueller - 445-480 Heterogeneity in Financial Market Participation: Appraising its Implications for the C-CAPM
by Monica Paiella
2004, Volume 8, Issue 2
- 135-169 Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets
by Peter Bossaerts & Charles Plott - 171-197 Measuring Systematic Risk in EMU Government Yield Spreads
by Alois Geyer & Stephan Kossmeier & Stefan Pichler - 199-277 Regulating Insider Trading When Investment Matters
by Luis Angel Medran & Xavier Vives - 279-324 Robustness and Ambiguity Aversion in General Equilibrium
by Fabio Trojani & Paolo Vanini
2004, Volume 8, Issue 1
- 1-18 Liquidity Black Holes
by Stephen Morris & Hyun Song Shin - 19-47 The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
by Elroy Dimson & Bernd Hanke - 49-74 Price Discovery across the Rhine
by Bruno Biais & Isabelle Martinez - 75-108 Venture Capital Finance: A Security Design Approach
by Rafael Repullo & Javier Suarez - 109-127 Why is the Index Smile So Steep?
by Nicole Branger & Christian Schlag
2003, Volume 7, Issue 3
- 325-360 Corporate Walkout Decisions and the Value of Default
by Tom Dahlström & Pierre Mella-Barral - 361-383 Pricing and Hedging American Options Using Approximations by Kim Integral Equations
by Siim Kallast & Andi Kivinukk - 385-408 Closure Policy when Bank Inspection Can Be Manipulated
by Aleix Calveras - 409-435 Deposit Collateral and the Role of Banks
by Hirofumi Uchida - 437-457 Demand Curves for European Stocks Slope Down Too
by Robert Neumann & Torben Voetmann - 459-477 The Impact of Delivery Risk on Optimal Production and Futures Hedging
by Axel F.A. Adam-Müller & Kit Pong Wong - 481-510 Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility
by Robert Z. Aliber & Bhagwan Chowdhry & Shu Yan - 511-514 Comment on ‘Some Evidence that a Tobin Tax on Foreign Exchange Transactions may Increase Volatility’
by Ingrid M. Werner - 515-539 Taxes and Venture Capital Support
by Christian Keuschnigg & Soren Bo Nielsen - 541-545 Comment on ‘Taxes and Venture Capital Support’
by Holger M. Müller - 547-582 Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?
by Gene Amromin - 583-586 Comment on ‘Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?’
by Harold H. Zhang - 587-599 Book Review
by Frans M. Tempelaar
2003, Volume 7, Issue 2
- 121-159 Capital Market Equilibrium with Differential Taxation
by Suleyman Basak & Michael Gallmeyer - 161-190 Termination Risk, Multiple Managers and Mutual Fund Tournaments
by Jiaping Qiu - 191-233 Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets
by Aleš Černý - 235-248 Mood and Judgment of Subjective Probabilities: Evidence from the U.S. Index Option Market
by Doron Kliger & Ori Levy - 249-276 Analytical Approach to Value Options with State Variables of a Lévy System
by Long Nguyen-Thanh - 277-296 Debt Issue Costs and Issue Characteristics in the Market for U.S. Dollar Denominated International Bonds
by Arie Melnik & Doron Nissim - 297-321 Uncertainty and Financing Constraints
by Hong Bo & Robert Lensink & Elmer Sterken - 323-324 Book Review
by Ton Vorst
2003, Volume 7, Issue 1
- 1-26 Trader Anonymity, Price Formation and Liquidity
by Erik Theissen - 27-46 Research and Development Activity and Expected Returns in the United Kingdom
by A. Al-Horani & P. F. Pope & A. W. Stark - 47-73 Design and Estimation of Quadratic Term Structure Models
by Markus Leippold & Liuren Wu - 75-102 Local Expected Shortfall-Hedging in Discrete Time
by Marco Schulmerich & Siegfried Trautmann - 103-113 The Term Structure of Interest Rates: Bounded or Falling?
by David Feldman
2002, Volume 6, Issue 3
- 277-290 Risk Preferences Heterogeneity: Evidence from Asset Markets
by Doron Kliger & Ori Levy - 291-319 Seasoned Equity Issues in a Closely Held Market: Evidence from France
by Jean-François Gajewski & Edith Ginglinger - 321-358 American-style Indexed Executive Stock Options
by Peter Løchte Jørgensen - 361-396 Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing
by Robert R. Bliss & Mark J. Flannery - 397-427 The Skill Profile of Central Bankers and Supervisors
by Charles Goodhart & Dirk Schoenmaker & Paolo Dasgupta - 429-445 Enhancing Bank Transparency: A Re-assessment
by Ari Hyytinen & Tuomas Takalo
2002, Volume 6, Issue 2
- 133-161 The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report
by Nikolaus Hautsch & Dieter Hess - 163-187 Do Firms Use Derivatives to Reduce their Dependence on External Capital Markets?
by Tim R. Adam - 189-221 The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets
by Neal Maroney & Aris Protopapadakis - 223-244 Suspension of Convertibility versus Deposit Insurance: A Welfare Comparison
by Margarita Samartín - 247-275 Production and the Real Rate of Interest: A Sample Path Equilibrium
by David Feldman
2002, Volume 6, Issue 1
- 1-30 Optimal Decision-Making with Time Diversification
by Paolo Vanini & Luigi Vignola - 31-62 The Disciplining Role of Leverage in Dutch Firms
by Abe De Jong - 63-99 Endogenous Managerial Incentives and the Optimal Combination of Debt and Dividend Commitments
by Alan V. Douglas - 101-125 The Interest Rate Exposure of Nonfinancial Corporations
by Söhnke Bartram
2001, Volume 5, Issue 3
- 167-200 Ownership Structure and the Life-Cycle of the Firm: A Theory of the Decision to Go Public
by Ernst Maug - 201-237 Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis
by Frank De Jong & Joost Driessen & Antoon Pelsser - 239-267 Production and the Real Rate of Interest: A Sample Path Equilibrium
by David Feldman - 269-292 Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
by John Y. Campbell & João Cocco & Francisco Gomes & Pascal J. Maenhout & Luis M. Viceira - 295-317 The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks
by John R. M. Hand - 319-321 Comment on ‘The Role of Book Income, Web Traffic, and Supply and Demand in the Pricing of U.S. Internet Stocks’
by Eli Talmor - 323-349 A Wealth-Based Explanation for Earnings Conservatism
by Martien Lubberink & Carel Huijgen - 351-352 Comment on ‘A Wealth Based Explanation for Earnings Conservatism’
by Simon Benninga - 353-356 Book Reviews
by Peter P. M. Smid - 357-359 Book Reviews
by Giorgio S. Questa
2001, Volume 5, Issue 1-2
- 1-11 Competition Among Banks: Introduction and Conference Overview
by Franklin Allen & Hans Gersbach & Jan-Pieter Krahnen & Anthony M. Santomero - 13-20 Bank Competition: A Changing Paradigm
by Tommaso Padoa-Schioppa - 21-61 Screening, Bidding, and the Loan Market Tightness
by Melanie Cao & Shouyong Shi - 63-78 Industrial Organization of Financial Systems and Strategic Use of Relationship Banking
by Yishay Yafeh & Oved Yosha - 79-114 Loanable Funds, Monitoring and Banking
by Huberto M. Ennis - 115-139 The Effects of Dynamic Changes in Bank Competition on the Supply of Small Business Credit
by Allen N. Berger & Lawrence G. Goldberg & Lawrence J. White - 141-165 European Bank Performance Beyond Country Borders: What Really Matters?
by Ana Lozano-Vivas & Jesús T. Pastor & Iftekhar Hasan
2000, Volume 4, Issue 3
- 211-230 The Valuation of Executive Stock Options in an Intensity-Based Framework
by Peter Carr & Vadim Linetsky - 231-251 Optimal Hedging and Valuation of Nontraded Assets
by Lucie Teplå - 253-278 Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market
by Alexandra E. Mackay & Eliezer Z. Prisman & Yisong S. Tian - 279-299 Capital Structure in an Industry Equilibrium with Endogenous Liquidation Values
by Miguel Rosellón
2000, Volume 4, Issue 2
- 97-127 Do Newly Listed Derivatives Affect the Market Risk Premium in a Thin Stock Market?
by Nicolas Clerc & Rajna Gibson - 129-156 Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model
by Peter Ove Christensen & Svend Erik Graversen & Kristian R. Miltersen - 157-195 Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany
by Erik Lehmann & Jürgen Weigand - 197-210 Stochastic Interest Rates and the Bond-Stock Mix
by Michael J. Brennan & Yihong Xia
2000, Volume 4, Issue 1
- 1-19 Optimal Portfolio Choice under Heterogeneous Beliefs
by Alexandre Ziegler - 21-50 The Valuation of Volatility Options
by Jérôme Detemple & Carlton Osakwe - 51-67 Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate
by Frank Riedel - 69-90 Pricing and Hedging Discount Bond Options in the Presence of Model Risk
by F. S. Lhabitant & C. Martini & A. Reghai
1999, Volume 3, Issue 3
- 239-268 Swap Pricing with Two-Sided Default Risk in a Rating-Based Model
by Brian Huge & David Lando - 269-272 Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’
by Georges Hübner - 273-310 Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
by George J. Jiang & Pieter J. van der Sluis - 311-317 Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’
by Bent Jesper Christensen - 319-342 Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk
by Dietmar P. J. Leisen - 343-345 Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’
by Hans-Peter Bermin - 347-388 The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices
by Claus Munk - 389-392 Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’
by Thaleia Zariphopoulou
1999, Volume 3, Issue 2
- 131-159 Are Investors Sensitive to the Quality and the Disclosure of Financial Statements?
by Birgül Caramanolis-Çötelli & Lucien Gardiol & Rajna Gibson-Asner & Nils S. Tuchschmid - 161-173 The Predictability of Short-Horizon Stock Returns
by Bryan Mase - 175-203 The Vouchers Privatization Process as a Price Discovery Mechanism
by Elli Kraizberg - 205-232 Asset Pricing Specification Errors and Performance Evaluation
by Jia He & Lilian Ng & Chu Zhang - 233-237 An Interpretation of SDF Based Performance Measures
by Paul Söderlind
1999, Volume 3, Issue 1
- 1-22 The Market for Corporate Control and the Agency Paradigm
by Norvald Instefjord - 23-46 Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
by Rainer Schöbel & Jianwei Zhu - 49-51 Reflections on the Origins of the European Finance Association
by Edwin J. Elton & Martin J. Gruber - 53-78 Common Factors in Active and Passive Portfolios
by Edwin J. Elton & Martin J. Gruber & Christopher R. Blake - 79-102 When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel
by Günter Franke & Richard C. Stapleton & Marti G. Subrahmanyam - 103-119 What is the International Dimension of International Finance?
by Richard A. Brealey & Ian A. Cooper & Evi Kaplanis
1999, Volume 2, Issue 3
- 251-271 Capital Structure, Information Acquisition and Investment Decisions in an Industry Framework
by Vojislav Maksimovic & Alex Stomper & Josef Zechner - 273-302 Security Design, Insider Monitoring, and Financial Market Equilibrium
by Hiroshi Osano - 303-320 The Predictive Power of the French Market Volatility Index: A Multi Horizons Study
by Franck Moraux & Patrick Navatte & Christophe Villa - 321-363 A Model for Studying the Effect of EMU on European Yield Curves
by Jesper Lund
1999, Volume 2, Issue 2
- 113-124 Learning about Risk: Some Lessons from Insurance
by Hélyette Geman - 125-157 Bank Capital Standards for Market Risk: A Welfare Analysis
by David Marshall & Subu Venkataraman - 159-160 Comment on ‘Bank Capital Standards for Market Risk: A Welfare Analysis’
by Pierre Mella-Barral - 161-187 Non-Linear Value-at-Risk
by Mark Britten-Jones & Stephen M. Schaefer - 189-193 Comment on ‘Non-Linear Value-at-Risk’
by Zvi Wiener - 195-223 Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships
by Ian A. Cooper & Antonio S. Mello - 225-228 Comments on ‘Corporate Hedging: The Relevance of Contract Specifications and Banking Relationships’
by George Allayannis - 229-246 Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies
by Bhagwan Chowdhry & Jonathan T. B. Howe - 247-249 Comment on ‘Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies’
by Harald Hau
1998, Volume 2, Issue 1
- 1-27 The Bankruptcy Decision and Debt Contract Renegotiations
by Elazar Berkovitch & Ronen Israel - 29-56 Front-Running by Mutual Fund Managers: A Mixed Bag
by Jean-Pierre Danthine & Serge Moresi - 57-77 Mutual Fund Performance: Evidence from the UK
by David Blake & Allan Timmermann - 79-105 The Variance Gamma Process and Option Pricing
by Dilip B. Madan & Peter P. Carr & Eric C. Chang
1998, Volume 1, Issue 3
- 295-306 The Role of Learning in Dynamic Portfolio Decisions
by M. J. Brennan - 307-335 Periodic Information Asymmetry and Intraday Market Behaviour: An Empirical Analysis
by Antonio Scalia - 337-359 Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market
by Frank De Jong & Monique W. M. Donders - 361-387 Diversified Portfolios in Continuous Time
by Tomas Björk & Bertil Näslund
1997, Volume 1, Issue 2
- 139-163 Monitoring, Implicit Contracting, and the Lack of Permanence of Leveraged Buyouts
by Michel A. Habib - 165-168 Comment on ‘Monitoring, Implicit Contracting, and the Lack of Permanence of Leveraged Buyouts’
by Josef Zechner - 169-191 Matching Organizational Structure with Firm Attributes: A Study of Master Limited Partnerships
by Conrad S. Ciccotello & Chris J. Muscarella - 193-196 Comment on ‘Matching Organizational Structure with Firm Attributes: A study of Master Limited Partnerships’
by Claudio Loderer - 197-233 Corporate Restructuring in Response to Performance Decline: Impact of Ownership, Governance and Lenders
by Jim Lai & Sudi Sudarsanam - 235-237 Comment on ‘Corporate Restructuring in Response to Performance Decline: Impact of Ownership, Governance and Lenders’
by Colin Mayer - 239-259 Top Management Compensation and the Structure of the Board of Directors in Commercial Banks
by Lazarus Angbazo & Ranga Narayanan - 261-264 Comment on ‘Top Management Compensation and the Structure of the Board of Directors in Commercial Banks’
by Karin S. Thorburn - 265-287 Determinants of Intercorporate Shareholdings
by Øyvind Bøhren & Øyvind Norli - 289-293 Comment on ‘Determinants of Intercorporate Shareholdings’
by B. Espen Eckbo
1997, Volume 1, Issue 1
- 1-13 A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries
by Robert C. Merton - 15-30 Is Mean-Variance Analysis Vacuous: Or was Beta Still Born?
by Robert A. Jarrow & Dilip B. Madan - 31-49 Warrants on the London Stock Exchange: Pricing Biases and Investor Confusion
by Gordon Gemmill & Dylan Thomas - 51-80 The Effect of Illegal Insider Trading on Takeover Premia
by Lisa K. Meulbroek & Carolyn Hart - 81-104 Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option
by Avi Bick - 105-130 The Dynamics of Short-Term Interest Rate Volatility Reconsidered
by Kees G. Koedijk & François G. J. A. Nissen & Peter C. Schotman & Christian C. P. Wolff
0000, Volume 15, Issue 3
- 1-1 Editorial Statistics
by Marco Pagano & Josef Zechner
0000, Volume 15, Issue 2
- 1-1 Editorial Statistics
by Marco Pagano & Josef Zechner