Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads Yoshifumi MuroiE. Kazuhiro Takino OriginalPaper 25 November 2010 Pages: 345 - 372
Forecasting Japanese Stock Returns with Financial Ratios and Other Variables Kohei AonoTokuo Iwaisako OriginalPaper 26 November 2010 Pages: 373 - 384
Risk-sensitive Portfolio Optimization with Two-factor Having a Memory Effect Tadashi HayashiJun Sekine OriginalPaper 26 November 2010 Pages: 385 - 403
Liquidity, Skewness and Stock Returns: Evidence from Chinese Stock Market Langnan ChenSteven LiJinan Wang OriginalPaper 14 December 2010 Pages: 405 - 427
Using Nonnormal Distributions to Analyze the Relationship Between Stock Returns in Japan and the US Yuichi Nagahara OriginalPaper 04 February 2011 Pages: 429 - 443
