Volume 36; Issue 7

Journal of Banking & Finance

Volume 36; Issue 7
3

Asset allocation: How much does model choice matter?

Year:
2012
Language:
english
File:
PDF, 972 KB
english, 2012
4

Granularity adjustment for mark-to-market credit risk models

Year:
2012
Language:
english
File:
PDF, 701 KB
english, 2012
7

Bounds on the autocorrelation of admissible stochastic discount factors

Year:
2012
Language:
english
File:
PDF, 697 KB
english, 2012
9

The week-of-the-year effect: Evidence from around the globe

Year:
2012
Language:
english
File:
PDF, 296 KB
english, 2012
10

Banning short sales and market quality: The UK’s experience

Year:
2012
Language:
english
File:
PDF, 324 KB
english, 2012
11

Non-Gaussian diversification: When size matters

Year:
2012
Language:
english
File:
PDF, 1.40 MB
english, 2012
15

Optimal tax-timing and asset allocation when tax rebates on capital losses are limited

Year:
2012
Language:
english
File:
PDF, 404 KB
english, 2012
16

A decision-theoretic foundation for reward-to-risk performance measures

Year:
2012
Language:
english
File:
PDF, 197 KB
english, 2012
17

False discoveries in volatility timing of mutual funds

Year:
2012
Language:
english
File:
PDF, 301 KB
english, 2012
18

Multimarket trading and corporate bond liquidity

Year:
2012
Language:
english
File:
PDF, 292 KB
english, 2012
19

Informed trading, information uncertainty, and price momentum

Year:
2012
Language:
english
File:
PDF, 310 KB
english, 2012
20

Asset pricing with partial-moments

Year:
2012
Language:
english
File:
PDF, 456 KB
english, 2012
22

Diversification and risk-adjusted performance: A quantile regression approach

Year:
2012
Language:
english
File:
PDF, 538 KB
english, 2012
23

Investor sophistication and risk taking

Year:
2012
Language:
english
File:
PDF, 631 KB
english, 2012
24

Editorial Board

Year:
2012
Language:
english
File:
PDF, 17 KB
english, 2012