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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / November 2010 Vol. 23 No. 4

The Effect of Macroeconomic Characteristics on Credit Risk : A Case of Small and Medium Sized Enterprises

Young Min Jang, Jae Kwon Byun

Asian Review of Financial Research

Vol.23 No.4 pp.327-366

Keyword : Credit Risk, Default Probability, Macroeconomic Variables, Financial Ratios, Random Effect Probit Model, Cox Proportional Hazard Model

Value at Risk Using Generalized Extreme Value Distribution Implied in the KOSPI 200 Index Options

Moo-Sung Kim, Tae-Hun Kang

Asian Review of Financial Research

Vol.23 No.4 pp.367-404

Keyword : Value at Risk, Generalized Extreme Value Implied Distribution, Value at Risk, Non- Complete Market, Two-Lognormal Mixture Distribution, Variance-Gamma Process

The Study on the Fair Valuation of ESOs

Hyeon-A Kim, Sung-Chang Jung

Asian Review of Financial Research

Vol.23 No.4 pp.405-436

Keyword : ESOs, Fair Valuation of ESOs, Extended American Option Model, Utility-Maximization Model, Exercise Pattern

Equity Fund Performance and Cash Flows : Structural Changes, and Start-up and Survivorship Biases

Kwangsoo Ko, Yeonjeong Ha

Asian Review of Financial Research

Vol.23 No.4 pp.437-468

Keyword : Fund Performance, Cash Flows, Structural Changes, Start-up Bias, Survivorship Bias

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