Financial Modeling of the Equity Market: From CAPM to Cointegration

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Islamic banking and economic growth: the Indonesian experience (2012, background): “1 Finance-growth nexus Mishkin (2006) posits that indirect finance, which involves the activities of financial intermediaries, is many times more important than direct finance, in which businesses raise funds directly from lenders in financial markets, towards economic growth.”
Portfolio diversification and value at risk under thick-tailedness (2009, methodology): “…used in economics, finance and risk management, providing useful alternatives to the traditional expected utility framework (see, e.g. Embrechts et al. 2002, Bouchaud and Potters 2004, the papers in Szegö 2004 and Fabozzi et al. 2006 for a review of the value at risk and related risk measures).”