/

Paper N 10/015February 2010

CEB Working

) .(-

.

.

Universit Libre de Bruxelles Solvay Brussels School of Economics

and Management
Centre Emile Bernheim
ULB CP 145/01 50, avenue F.D. Roosevelt 1050 Brussels BELGIUM
e-mail: ceb@admin.ulb.ac.be Tel. : +32 (0)2/650.48.64 Fax : +32 (0)2/650.41.88

:

.
This document was translated by Sanabel, the Microfinance Network of Arab Countries, Inc., with support
from Grameen-Jameel, a social business jointly owned by ALJ Foundation and Grameen Foundation to
alleviate poverty in the Arab region through microfinance.

/

CEB Working Paper N 10/015
February 2010

) .(-

.
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gregor.dorfleitner@wiwi.uni-r.de :
christopher.priberny@wiwi.uni-r.de :

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 VAR
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26


Akerlof,G.A.(1970).TheMarketforLemons:QualityUncertaintyandtheMarketMechanism.TheQuarterlyJournal
ofEconomics84(3),488500.

Bluhm,C.andL.Overbeck(2007).Structuredcreditportfolioanalysis,baskets&CDOs,Volume5ofChapman&
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Springer(inpress).

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1(2),4973.

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349378.Berlin[u.a.]:Springer.

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Workingpaper.

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27


Httenrauch,H.andC.Schneider(2008).Securitisation:Afundingalternativeformicrofinanceinstitutions.InI.
MatthusMaierandJ.v.Pischke(Eds.),NewPartnershipsforInnovationinMicrofinance,pp.299347.Springer.

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MortgageCrisis.Workingpaper.

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QUARTERLY4((1/2)),2340.

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PrincetonUniv.Press.

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Washington:CGAP.

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Chichester:WileyandJohnWiley.

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Cambridge:CambridgeUniv.Press.

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Chichester:Wiley.

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delUniversitdeParis8,229231.

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Insights11(2).

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traderswhorelyonthem.WilmottJournal1(1),122.

WorldBank(Ed.)(2005).ManagingagriculturalproductionriskInnovationsindeveloping
contries.TheInternationalBankforReconstructionandDevelopment/TheWorldBank.

28

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2004

4330

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4785

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4965

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