1. Alternative Defaultable Term Structure Models

   • Nicola Bruti-Liberati
   • Christina Nikitopoulos-Sklibosios
   • Erik Schlögl

   OriginalPaper 27 February 2009 Pages: 1 - 31

2. New Evidence on Risk Factors, Characteristics and the Cross-Sectional Variation of Japanese Stock Returns

   • Elhaj Mabrouk Walid

   OriginalPaper 17 March 2009 Pages: 33 - 50

3. Volatility Forecasting in the Hang Seng Index using the GARCH Approach

   • Wei Liu
   • Bruce Morley

   OriginalPaper 10 April 2009 Pages: 51 - 63

4. The Minimal Entropy Martingale Measures for Exponential Additive Processes

   • Tsukasa Fujiwara

   OriginalPaper 18 April 2009 Pages: 65 - 95