
International Journal of Financial Engineering and Risk Management
2015 Vol.2 No.2
Pages | Title and author(s) |
73-86 | The pricing of convertible bonds in the presence of structured conversion clauses: the case of CashesMarida Bertocchi; Vittorio Moriggia; Costanza Torricelli; Sebastiano Vitali DOI: 10.1504/IJFERM.2015.074051 |
87-108 | Optimal dynamic asset allocation with lower partial moments criteria and affine policiesGiuseppe Carlo Calafiore DOI: 10.1504/IJFERM.2015.074040 |
109-123 | Efficiency, capital and risk in banking industry: the case of Middle East and North Africa (MENA) countriesChristos Lemonakis; Fotini Voulgaris; Konstantinos Vassakis; Stylianos Christakis DOI: 10.1504/IJFERM.2015.074042 |
124-154 | The quantification and aggregation of model risk: perspectives on potential approachesMichael Jacobs DOI: 10.1504/IJFERM.2015.074045 |