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Demand shocks and market manipulation
Pinheiro, Marcelo - In: Annals of finance 4 (2008) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10003714669
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Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - In: Annals of finance 4 (2008) 3, pp. 345-367
Persistent link: https://www.econbiz.de/10003714674
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On the semimartingale property via bounded logarithmic utility
Larsen, Kasper; Žitković, Gordan - In: Annals of finance 4 (2008) 2, pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
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Portfolio management without probabilities or statistics
Flåm, Sjur D. - In: Annals of finance 6 (2010) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10003978880
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Optimal portfolio allocation with higher moments
Cvitanić, Jakša; Polimenis, Vassilis; Zapatero, Fernando - In: Annals of finance 4 (2008) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003589408
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On dividend restrictions and the collapse of the interbank market
Goodhart, Charles A. E.; Peiris, M. U.; Tsomocos, … - In: Annals of finance 6 (2010) 4, pp. 455-473
Persistent link: https://www.econbiz.de/10008652610
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Robust consumption and portfolio choice for time varying investment opportunities
Liu, Hening - In: Annals of finance 6 (2010) 4, pp. 435-454
Persistent link: https://www.econbiz.de/10008652613
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The two-fund separation theorem revisited
Wenzelburger, Jan - In: Annals of finance 6 (2010) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10003941216
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Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo - In: Annals of finance 6 (2010) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10003941217
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On the equivalence of a class of affine term structure models
Kwon, Oh Kang - In: Annals of finance 5 (2009) 2, pp. 263-279
Persistent link: https://www.econbiz.de/10003813200