Is Concentration a Good Idea? Evidence from Active Fund Management Pei-I ChouChia-Hao Lee OriginalPaper 05 March 2011 Pages: 23 - 41
Modeling of Contagious Credit Events and Risk Analysis of Credit Portfolios Suguru YamanakaMasaaki SugiharaHidetoshi Nakagawa OriginalPaper 08 June 2011 Pages: 43 - 62
The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Exponential Lévy Model Romuald Hervé MomeyaZied Ben Salah OriginalPaper 27 May 2011 Pages: 63 - 98