- NIFA-II or ‘Bretton Woods-II’?: The G-20 (Leaders) summit process on managing global financial markets and the world economy – quo vadis? , download here
- The myth of too big to fail, download here
- Failing prompt corrective action, download here
- The promptness of European Deposit Protection Schemes to face banking failures, download here
- Proposals for reforming deposit guarantee schemes in Europe, download here
- A simulation study on the impact of correlation between LGD and EAD on loss calculation when different LGD definitions are considered, download here
- Shattered on the Rock? British financial stability from 1866 to 2007, download here
- Bank bailout mark II: Will it work?, download here
- Profit-sharing investment accounts in Islamic banks: Regulatory problems and possible solutions, download here
- Stress tests and their contribution to financial stability, download here
Jumat, 02 November 2012
Journal of Banking Regulation
Journal of Asset Management
- A demystification of the Black-Littleman model: Managing Quantitative and Traditional Portfolio Construction, download here
- Cross-country and intertemporal indexes of risk aversion, download here
- Asset allocation vs security selection: Evidence from global markets, download here
- An alternative route to performance hypothesis testing, download here
- Countries versus industries in Europe: A normative portfolio approach, download here
- Mean variance versus full-scale optimisation: In and out of sample, download here
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