Index of /pub/Finanzas/Journals/Annals of Finance/Volume04 2008/Issue 2/

NameLast modifiedSizeDescription

Parent Directory - 
Amplification and asymmetry in crashes and frenzies.pdf06-Feb-2026 16:33262.2KB 
Capital market equilibrium without riskless assets heterogeneous expectations.pdf06-Feb-2026 16:33263.1KB 
Fair (intra-bank transfer) prices for credits with stochastic recovery.pdf06-Feb-2026 16:33172.4KB 
Fractals in trade duration capturing long-range dependence and heavy tailedness in modeling trade duration.pdf06-Feb-2026 16:33586.1KB 
Managing the risk of loan prepayments and the optimal structure of short term lending rates.pdf06-Feb-2026 16:33396.9KB 
On the semimartingale property via bounded logarithmic utility.pdf06-Feb-2026 16:33214.3KB 
The social value of risk-free government debt.pdf06-Feb-2026 16:33405.0KB 

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