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Annals of finance
The economist
81,930
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ECONIS (ZBW)
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11
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101
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
Saved in:
102
Momentum and reversal in financial markets with persistent heterogeneity
Bottazzi, Giulio
;
Dindo, Pietro
;
Giachini, Daniele
- In:
Annals of finance
15
(
2019
)
4
,
pp. 455-487
Persistent link: https://www.econbiz.de/10012240169
Saved in:
103
Optimal bailouts, bank’s incentive and risk
Lucchetta, Marcella
;
Moretto, Michele
;
Parigi, Bruno
- In:
Annals of finance
15
(
2019
)
3
,
pp. 369-399
Persistent link: https://www.econbiz.de/10012240141
Saved in:
104
Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy
Buckley, Winston
;
Perera, Sandun
- In:
Annals of finance
15
(
2019
)
3
,
pp. 337-368
Persistent link: https://www.econbiz.de/10012240136
Saved in:
105
Optimal dynamic basis trading
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
15
(
2019
)
3
,
pp. 307-335
Persistent link: https://www.econbiz.de/10012240079
Saved in:
106
Optimal risk-averse timing of an asset sale : trending versus mean-reverting price dynamics
Leung, Tim
;
Wang, Zheng
- In:
Annals of finance
15
(
2019
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012058167
Saved in:
107
Relative performance concerns among investment managers
Whitmeyer, Mark
- In:
Annals of finance
15
(
2019
)
2
,
pp. 205-231
Persistent link: https://www.econbiz.de/10012058222
Saved in:
108
The role of household debt and delinquency decisions in consumption-based asset pricing
Matos, Paulo
- In:
Annals of finance
15
(
2019
)
2
,
pp. 179-203
Persistent link: https://www.econbiz.de/10012058204
Saved in:
109
Semi-nonparametric approximation and index options
Jiang, Julia
;
Tian, Weidong
- In:
Annals of finance
15
(
2019
)
4
,
pp. 563-600
Persistent link: https://www.econbiz.de/10012240184
Saved in:
110
A switching self-exciting jump diffusion process for stock prices
Hainaut, Donatien
;
Moraux, Franck
- In:
Annals of finance
15
(
2019
)
2
,
pp. 267-306
Persistent link: https://www.econbiz.de/10012058243
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