Journal of Risk

Welcome to Volume 7 Issue 4 of The Journal of Risk. This issue is made up of 5 technical papers: 'Basket default swaps, CDOs and factor copulas' by Jean-Paul Laurent from The University of Claude Bernard of Lyon, and Jon Gregory from BNP Paribas; 'Statistical benefits of value-at-risk with long memory' by Andrea Beltratti from Bocconi University, and Claudio Morana from the University of Piemonte; 'Capital allocation with value-at-risk - the case of informed traders and herding' by Hans-Peter Burghof from the University of Hohenheim, and Tanja Sinha from KG Allgemeine Leasing; 'Biases in estimating bank loan default probabilities' by Thomas Mahlmann from the University of Cologne; and 'Bias and consistency of the maximum Sharpe ratio' by Ross A. Maller from the Australian National University, and Robert B. Durand and Peter T. Lee from the University of Western Australia.

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