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Asset pricing model uncertainty
Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
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Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna; Melʹnikov, Aleksandr V. - In: Mathematics and financial economics 14 (2020) 2, pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
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Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Yang, Chen; Sendova, Kristina P.; Li, Zhong - In: Insurance / Mathematics & economics 90 (2020), pp. 135-150
Persistent link: https://www.econbiz.de/10012169515
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On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; … - In: Insurance / Mathematics & economics 72 (2017), pp. 148-162
Persistent link: https://www.econbiz.de/10011694419
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Beating the market : Dollar-cost averaging with the profitable dividend yield strategy
Fong, Wai-mun - In: The journal of wealth management 20 (2017) 2, pp. 54-66
Persistent link: https://www.econbiz.de/10011750731
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Abnormal dividend-yield returns and investment strategy
You, Chun-Fan; Huang, Chin-sheng; Huang, Jiang-Chuan - In: Emerging markets finance & trade : a journal of the … 53 (2017) 3, pp. 544-553
Persistent link: https://www.econbiz.de/10011764310
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Life-cycle investing with the profitable dividend yield strategy : simulations and nonparametric analysis
Fong, Wai-mun - In: The journal of investment strategies 6 (2017) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10011771268
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On dividends in the phase-type dual risk model
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; … - In: Scandinavian actuarial journal (2017) 9, pp. 761-784
Persistent link: https://www.econbiz.de/10011848663
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Tail-risk hedging, dividend chasing, and investment constraints : the use of exchange-traded notes by mutual funds
Rakowski, David; Shirley, Sara E.; Stark, Jeffrey R. - In: Journal of empirical finance 44 (2017), pp. 91-107
Persistent link: https://www.econbiz.de/10011817999
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A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo; Junca, Mauricio; Moreno-Franco, Harold - In: Insurance / Mathematics & economics 79 (2018), pp. 57-68
Persistent link: https://www.econbiz.de/10011825364