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~isPartOf:"Annals of finance"
~language:"eng"
~person:"Aase Nielsen, Jørgen"
~person:"Escobar, Marcos"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Aase Nielsen, Jørgen
Escobar, Marcos
Fabozzi, Frank J.
Madan, Dilip B.
12
Tsomocos, Dimitrios P.
9
Viens, Frederi G.
8
Elliott, Robert J.
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Annals of finance
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
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The journal of fixed income
21
International journal of theoretical and applied finance
15
Journal of banking & finance
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Finance research letters
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International review of financial analysis
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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Journal / The Capco Institute : journal of financial transformation
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Review of derivatives research
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Risks : open access journal
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The journal of structured finance
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Advances in futures and options research : a research annual
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Review of quantitative finance and accounting
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Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
8
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1
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
2
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
3
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
4
Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos
;
Moreno-Franco, Harold A.
- In:
Annals of finance
15
(
2019
)
3
,
pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
Saved in:
5
How suboptimal are linear sharing rules?
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
- In:
Annals of finance
12
(
2016
)
2
,
pp. 221-243
Persistent link: https://www.econbiz.de/10011555710
Saved in:
6
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
Saved in:
7
Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
Saved in:
8
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
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