References Andersen, L. B., Piterbarg, V. V. (2010), "Interest Rate Modeling". Basel Committee, (2009), "Strengthening the Resilience of the Banking Sector". Bielecki T., Rutkowski M. (2001), "Credit risk: Modeling, Valuation and Hedging", Springer Verlag. Brigo, D. (2011), "Counterparty risk FAQ: credit VaR, PFE, CVA, DVA, closeout, netting, collateral, re-hypothecation, WWR, basel, funding, CCDS and margin lending", Working Paper. Brigo, D., Alfonsi, A., Banca, I.M.I., San Paolo, I.M.I., (2004), "Credit Default Swaps Calibration and Option Pricing with the SSRD Stochastic Intensity and Interest-Rate Model" Brigo, D., Capponi, A., Pallavicini, A., and Papatheodorou, V. (2011), "Collateral Margining in Arbitrage-Free Counterparty Valuation Adjust- ment including Re-Hypotecation and Netting", Working paper available at http://arxiv.org/abs/1101.3926. Brigo, D., Capponi, A., Pallavicini, A. (2012), "Arbitrage-free bilateral counterparty risk valuation under collateralization and aplication to Credit Default Swaps", Mathematical Finance (2012). Brigo, D., Chourdakis, K. (2009), "Counterparty Risk for Credit Default Swaps: Impact of spread volatility and default correlation", International Journal of Theoretical and Applied Finance, 12(07), 1007-1026. Brigo, D., El-Bachir, N. (2007), "An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model", ICMA Centre Discussion Papers in Finance, (2007-14). Brigo, D., and Mercurio, F. (2006), "Interest Rate Models: Theory and Practice, with Smile, Inflation and Credit", Second Edition, Springer Verlag. Brigo, D., Pallavicini, A. (2006), "Counterparty risk and Contingent CDS valuation under correlation between interest-rates and default", available at SSRN 926067. Brigo, D., Pallavicini, A., and Papatheodorou, V. (2009), "Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations", arXiv preprint arXiv:0911.3331. Chen, K., Fleming, M., Jackson, J., Li, A., Sarkar, A. (2011), "An analysis of CDS transactions: Implications for public reporting (No. 517)", Staff Report, Federal Reserve Bank of New York. Deloitte, Solum Financial Partners, "Counterparty Risk and CVA Survey. Current market practice around counterparty risk regulation, CVA management and funding", 2013. Duffie, D., and Huang, M. (1996), "Swap Rates and Credit Quality", Journal of Finance 51, 921-950. Fernández Villaverde, J., and Ohanian, L. (2010), "The Spanish crisis from a global perspective", Documentos de trabajo FEDEA, (3), 1-60. Gregory, J. (2010), "Counterparty credit risk: the new challenge for global financial markets" (Vol. 470) Wiley Gregory, J., German, I. (2012), "Closing out DVA?", Working paper Hull, J. C. (2002), "Options, futures, and other derivatives", Pearson Lipton, A., and Sepp, A. (2009), "Credit value adjustment for credit default swaps via the structural default model", The Journal of Credit Risk 5.2 (2009): 123-146. Mamon, R. S. (2004), "Three ways to solve for bond prices in the Vasicek model", Advances in Decision Sciences, 8(1), 1-14. Schönbucher, P. J. (2003), "Credit derivatives pricing models: models, pricing and implementation", Wiley. Kang, S.H., Kang, S.M. and Yoon, S.M. (2009). Forecasting volatility of crude oil markets. Energy Economics, 31, 119-125. Kaur, A., Rao, B.L.S.P., Singh, H. (1994). Testing for second order stochastic dominance of two distributions. Econometric Theory, 10, 849-866. Klecan, L., McFadden, R., McFadden, D. (1991). A robust test for stochastic dominance. Working Paper, MIT & Cornerstone Research. Lean, H.H., McAleer, M., Wong, W.K. (2010). Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach. Energy Economics, 32, 979-986. Lean, H.H., Smyth, R., Wong, W.K. (2007). Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach. Journal of Multinational Financial Management, 17(2), 125-141. Lean, H.H., Wong, W.K., Zhang, X. (2008). Size and Power of Some Stochastic Dominance Tests: A Monte Carlo Study. Mathematics and Computers in Simulation, 79, 30-48. Leshno, M. and H. Levy. (2002). Preferred by “All” and preferred by “Most” decision makers: Almost stochastic dominance. Management Science, 48, 1074-1085. Leung, P.L., Wong, W.K. (2008). On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of IShares. Journal of Risk, 10(3), 1-16. Levy, H., Levy, M. (2004). Prospect theory and mean-variance analysis. Review of Financial Studies, 17(4), 1015-1041. Li, C.K., Wong, W.K. (1999). A note on stochastic dominance for risk averters and risk takers. RAIRO Recherche Operationnelle, 33, 509-524. Lin, X.S., Tamvakis, M.N. (2001). Spillover effects in energy futures markets. Energy Economics, 23, 43-56. Linton, O., Maasoumi, E., Whang, Y-J. (2005). Consistent testing for stochastic dominance under general sampling schemes. Review of Economic Studies, 72, 735-765. Markowitz, H.M. (1952a). Portfolio selection. Journal of Finance, 7, 77-91. Markowitz, H.M. (1952b), The Utility of Wealth. Journal of Political Economy, 60, 151-156. McFadden, D. (1989). Testing for stochastic dominance. In: T.B. Fomby and T.K. Seo, (Eds.), Studies in the Economics of Uncertainty. Springer Verlag, New York. Morey, M.R., Morey, R.C. (2000). An analytical confidence interval for the Treynor index: formula, conditions and properties. Journal of Business Finance & Accounting, 27(1) & (2), 127-154. Post, T., Levy, H. (2005). Does risk seeking drive asset prices? A stochastic dominance analysis of aggregate investor preferences and beliefs. Review of Financial Studies, 18(3), 925-953. Qiao, Z., Clark, E., Wong, W.K. (2013). Investors’ Preference towards Risk: Evidence from the Taiwan Stock and Stock Index Futures Markets. To appear in Accounting & Finance. Quirk J.P., Saposnik, R. (1962). Admissibility and measurable utility functions. Review of Economic Studies, 29, 140-146. Rothschild, M., Stiglitz, J.E. (1970). Increasing risk I. A definition. Journal of Economic Theory, 2, 225-243. Schwartz, T.V., Szakmary, A.C. (1994). Price discovery in petroleum markets: arbitrage, cointegration and the time interval of analysis. Journal of Futures Markets, 14, 147-167. Sharpe, W.F. (1964). Capital asset prices: Theory of market equilibrium under conditions of risk. Journal of Finance 19, 425-442. Sriboonchitta, S., Wong, W.K., Dhompongsa, S., Nguyen, H.T. (2009). Stochastic Dominance and Applications to Finance, Risk and Economics, Chapman and Hall/CRC, Taylor and Francis Group, Boca Raton, Florida, USA. Tesfatsion, L. (1976). Stochastic dominance and maximization of expected utility. Review of Economic Studies, 43, 301-315. Treynor, J.L. (1965). How to rate management of investment funds. Harvard Business Review, 43, 63-75. Tse, Y.K., Zhang, X. (2004). A Monte Carlo investigation of some tests for stochastic dominance. Journal of Statistical Computation and Simulation, 74, 361-378. Tversky, A., Kahneman, D. (1992). Advances in prospect theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5, 297-323. Wilson, B., Aggarwal, R., Inclan, C. (1996). Detecting volatility changes across the oil sector. Journal of Futures Markets, 16, 313-320. Wong, W.K. (2007). Stochastic dominance and mean-variance measures of profit and loss for business planning and investment. European Journal of Operational Research, 182, 829-843. Wong, W.K., Chan, R.H. (2008). Markowitz and prospect stochastic dominances. Annals of Finance, 4(1), 105-129. Wong, W.K., Li, C.K. (1999). A note on convex stochastic dominance theory. Economics Letters, 62, 293-300. Wong, W.K. Ma, C. (2008). Preferences over location-scale family. Economic Theory, 37(1), 119-146. Wong, W.K., Phoon, K.F., Lean, H.H. (2008). Stochastic dominance analysis of Asian hedge funds. Pacific-Basin Finance Journal, 16(3), 204-223.