Bankers, Markets & Investors n° 116 – Janvier-Février 2012
Sommaire
Articles
- An arbitrage-free interest rate model consistent with economic constraints for Long-Term Asset Liability Management
- The Influence of Variable Selection Methods on the Accuracy of Bankruptcy Prediction Models
- Extendible Options with Modifiable Underlying Assets
- The Perception of Dividends by Managers: Do French CFOs Differ from their North-American Peers?
Focus On
- Mobilizing Investor Networks behind Shareholder Activism in France
116
Nouveau
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- Refi nancing and Shareholder Value: Covered Bond Issuances between 2007 and 2010
- Evolution of the US Stock Market Risk Premium in Periods of Crisis
- Investors Expectations and Preferences during the Financial Crisis and the Bursting Internet Bubble
- Effi ciency in Islamic and Conventional Banks
- Corporate Governance of Banks and Risk Management by Stockholders
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- Option Pricing and Hedging in the Presence of Cross-Hedge Risk
- Optimal Economic Capital and Investment Decisions for a Non-Life Insurance Company
- Implied Distribution as a Function of the Volatility Smile
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- Regulatory Governance Mechanisms in Banks
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Availability: Out of stock
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- Introducing a New Form of Volatility Index: the Cross-Sectional Volatility Index
- The Link between Eurozone Sovereign Debt and CDS Prices
- Performance of Socially Responsible Investment Funds against an Effi cient SRI Index: The Impact of Benchmark Choice when Evaluating Active Managers
Focus On
- Shedding Light on Non-Financial Risks, A European Survey
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
- Refi nancing and Shareholder Value: Covered Bond Issuances between 2007 and 2010
- Evolution of the US Stock Market Risk Premium in Periods of Crisis
- Investors Expectations and Preferences during the Financial Crisis and the Bursting Internet Bubble
- Effi ciency in Islamic and Conventional Banks
- Corporate Governance of Banks and Risk Management by Stockholders
Availability: Out of stock
Availability: Out of stock
Sommaire
Articles
- Option Pricing and Hedging in the Presence of Cross-Hedge Risk
- Optimal Economic Capital and Investment Decisions for a Non-Life Insurance Company
- Implied Distribution as a Function of the Volatility Smile
Focus On
- Regulatory Governance Mechanisms in Banks
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Sommaire
Articles
- Introducing a New Form of Volatility Index: the Cross-Sectional Volatility Index
- The Link between Eurozone Sovereign Debt and CDS Prices
- Performance of Socially Responsible Investment Funds against an Effi cient SRI Index: The Impact of Benchmark Choice when Evaluating Active Managers
Focus On
- Shedding Light on Non-Financial Risks, A European Survey
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
Availability: Out of stock
- Refi nancing and Shareholder Value: Covered Bond Issuances between 2007 and 2010
- Evolution of the US Stock Market Risk Premium in Periods of Crisis
- Investors Expectations and Preferences during the Financial Crisis and the Bursting Internet Bubble
- Effi ciency in Islamic and Conventional Banks
- Corporate Governance of Banks and Risk Management by Stockholders
Availability: Out of stock
Availability: Out of stock
Sommaire
Articles
- Option Pricing and Hedging in the Presence of Cross-Hedge Risk
- Optimal Economic Capital and Investment Decisions for a Non-Life Insurance Company
- Implied Distribution as a Function of the Volatility Smile
Focus On
- Regulatory Governance Mechanisms in Banks
Availability: Out of stock
Availability: Out of stock
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