Design of financial systems : towards a synthesis of function and structure / Robert C. Merton and Zvi Bodie
Asset/liability management and enterprise risk management of an insurer / Thomas S. Y. Ho
It's 11 pm-do you know where your liquidity is?; The mean-variance-liquidity frontier / Andrew W. Lo, Constantin Petrov and Martin Wierzbicki
Time diversification / Jack L. Treynor
A practical framework for portfolio choice / Richard O. Michaud
A Markov chain Monte Carlo method for deriviative pricing and risk management / Sanjiv R. Das and Alistair Sinclair
Active risk and information ratio / Edward Qian and Ronald Hua
The year-end price of risk in a market for liquidity / Mark D. Griffiths and Drew B. Winters
Resampled frontiers versus diffuse Bayes : an experiment / Harry M. Markowitz and Nilufer Usmen
Fund managers may cause their benchmarks to be priced "risks" / Michael Stutzer.
