1. Would emerging market pension funds benefit from international diversification: investigating wealth accumulations for pension participants

   • Ajantha Sisira Kumara
   • Wade Donald Pfau

   Research Article 27 November 2011 Pages: 319 - 335

2. Dynamic capital structure and the contingent capital option

   • Emilio Barucci
   • Luca Del Viva

   Research Article 25 January 2012 Pages: 337 - 364

3. Informed short sales and option introductions

   • Benjamin M. Blau

   Research Article 16 February 2012 Pages: 365 - 382

4. Technological advances and the decision to invest

   • Christian Riis Flor
   • Simon Lysbjerg Hansen

   Research Article 07 March 2012 Pages: 383 - 420

5. Pricing and managing risks of European-style options in a Markovian regime-switching binomial model

   • Farzad Alavi Fard
   • Tak Kuen Siu

   Research Article 11 March 2012 Pages: 421 - 438

6. A second-order stock market model

   • Robert Fernholz
   • Tomoyuki Ichiba
   • Ioannis Karatzas

   Research Article 07 March 2012 Pages: 439 - 454

7. Regime-switching measure of systemic financial stress

   • Azamat Abdymomunov

   Research Article 20 March 2012 Pages: 455 - 470

8. Predicting rating changes for banks: how accurate are accounting and stock market indicators?

   • Isabelle Distinguin
   • Iftekhar Hasan
   • Amine Tarazi

   Research Article 03 April 2012 Pages: 471 - 500

9. Identifying the determinants of mortgage default in Colombia between 1997 and 2004

   • Juan Esteban Carranza
   • Dairo Estrada

   Research Article 09 May 2012 Pages: 501 - 518

10. Financial fragility in a general equilibrium model: the Brazilian case

    • Benjamin M. Tabak
    • Daniel O. Cajueiro
    • Dimas M. Fazio

    Research Article 08 May 2012 Pages: 519 - 541

11. First steps towards an equilibrium theory for Lévy financial markets

    • Frederik S. Herzberg

    Research Article 24 May 2012 Pages: 543 - 572