1. Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks

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   • Johan Walden

   Research Article 28 August 2010 Pages: 285 - 318

2. Central bank haircut policy

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   • Jonathan Chiu
   • Miguel Molico

   Research Article 19 November 2010 Pages: 319 - 348

3. Diversity and arbitrage in a regulatory breakup model

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   • Jean-Pierre Fouque

   Research Article 09 January 2011 Pages: 349 - 374

4. Risk-averse asymptotics for reservation prices

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   • Miklós Rásonyi

   Research Article 05 September 2010 Pages: 375 - 387

5. Search and herding effects in peer-to-peer lending: evidence from prosper.com

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   Research Article 23 February 2011 Pages: 389 - 405

6. Maximal submarkets that replicate any option

   • Ioannis A. Polyrakis
   • Foivos Xanthos

   Research Article 01 December 2009 Pages: 407 - 423