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On a class of diverse market models
Sarantsev, Andrey - In: Annals of finance 10 (2014) 2, pp. 291-314
Persistent link: https://www.econbiz.de/10010350852
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Fundamental theorem of asset pricing under fixed and proportional transaction costs
Brown, Martin; Zastawniak, Tomasz - In: Annals of finance 16 (2020) 3, pp. 423-433
Persistent link: https://www.econbiz.de/10012496392
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The no-arbitrage pricing of non-traded assets
Jarrow, Robert A. - In: Annals of finance 19 (2023) 3, pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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Generalized volatility-stabilized processes
Picková, Radka - In: Annals of finance 10 (2014) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
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Optimization of relative arbitrage
Wong, Ting-Kam Leonard - In: Annals of finance 11 (2015) 3/4, pp. 345-382
Persistent link: https://www.econbiz.de/10011459074
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Short-term relative arbitrage in volatility-stabilized markets
Banner, Adrian D.; Fernholz, Daniel - In: Annals of finance 4 (2008) 4, pp. 445-454
Persistent link: https://www.econbiz.de/10003737199
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Relative arbitrage in volatility-stabilized markets
Fernholz, Robert; Karatzas, Ioannis - In: Annals of finance 1 (2005) 2, pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
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Currency returns, market regimes and behavioral biases
MacLean, Leonard C.; Zhao, Yonggan; Ziemba, William T. - In: Annals of finance 9 (2013) 2, pp. 249-269
Persistent link: https://www.econbiz.de/10009741195
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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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Beliefs regarding fundamental value and optimal investing
Cornell, Bradford; Cvitanić, Jakša; Goukasian, Levon - In: Annals of finance 6 (2010) 1, pp. 83-105
Persistent link: https://www.econbiz.de/10003939565