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Quantitative fundamental theorem of asset pricing
Acciaio, Beatrice, (2025)
Idiosyncratic risk and when to tilt toward value
Fink, Jason D., (2021)
Chapter 10 Arbitrage, state prices and portfolio theory
Dybvig, Philip H., (2003)
Auto-dependence structure of arch-models : tail dependence coefficients
Brummelhuis, Raymond, (2006)
A simple stylized model for CDOs
Brummelhuis, Raymond, (2008)
CDS Rate Construction Methods by Machine Learning Techniques
Brummelhuis, Raymond, (2017)