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ECONIS (ZBW)
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11
Diversified minimum-variance portfolios
Coqueret, Guillaume
- In:
Annals of finance
11
(
2015
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10011376184
Saved in:
12
Variance matters (in stochastic dividend discount models)
Agosto, Arianna
;
Moretto, Enrico
- In:
Annals of finance
11
(
2015
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10011376189
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13
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
14
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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15
Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander
;
Karatzas, Ioannis
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 411-432
Persistent link: https://www.econbiz.de/10011459422
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16
Arbitrage in markets with bid-ask spreads : the fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account
Rola, Przemysław
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011459517
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17
Financial innovation and risk : the role of information
Piazza, Roberto
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 477-502
Persistent link: https://www.econbiz.de/10011459540
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18
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
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19
Bubbles, growth and imperfection of credit market in a two-country model
Shimizu, Ryosuke
- In:
Annals of finance
14
(
2018
)
3
,
pp. 353-377
Persistent link: https://www.econbiz.de/10012019358
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20
Modeling the inconsistency in intertemporal choice : the generalized Weibull discount function and its extension
Cruz Rambaud, Salvador
;
González Fernández, Isabel
; …
- In:
Annals of finance
14
(
2018
)
3
,
pp. 415-426
Persistent link: https://www.econbiz.de/10012019362
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