Alternative Defaultable Term Structure Models Nicola Bruti-LiberatiChristina Nikitopoulos-SklibosiosErik Schlögl OriginalPaper 27 February 2009 Pages: 1 - 31
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
Volatility Forecasting in the Hang Seng Index using the GARCH Approach Wei LiuBruce Morley OriginalPaper 10 April 2009 Pages: 51 - 63
The Minimal Entropy Martingale Measures for Exponential Additive Processes Tsukasa Fujiwara OriginalPaper 18 April 2009 Pages: 65 - 95