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- 2011
- How informative are bank stress tests? - Bank opacity in the European Union
- Corporate credit spreads and the Financial Accelerator Mechanism: Differentiating between credit rating, time to maturity and industry sector
- Portfolio Pricing with Measures of Conditional Skewness and Kurtosis
- The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.
- Assessing the default risk of Chinese public companies in the energy industry with the KMV model
- A quantitative analysis of Nordic hedge fund performance during changing market conditions
- Dynamic optimal hedge ratios: Evidence from Asian stock futures markets
- Is an Optimal Currency Area an Optimal Portfolio?
- The Evolution of Equity Market Integration on Sectoral Level: A time-varying approach to analyzing the impact of EMU
- Performance of exchange-traded funds during the financial crisis