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Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos; Moreno-Franco, Harold A. - In: Annals of finance 15 (2019) 3, pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
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Vanishing central bank intervention in stochastic impulse control
Gagnon, Gregory - In: Annals of finance 15 (2019) 1, pp. 125-153
Persistent link: https://www.econbiz.de/10012058193
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Technological advances and the decision to invest
Flor, Christian Riis; Hansen, Simon Lysbjerg - In: Annals of finance 9 (2013) 3, pp. 383-420
Persistent link: https://www.econbiz.de/10009776439
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Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Li, Dongchen; Young, Virginia R. - In: Annals of finance 16 (2020) 1, pp. 63-99
Persistent link: https://www.econbiz.de/10012495962
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The Shapley value decomposition of optimal portfolios
Shalit, Haim - In: Annals of finance 17 (2021) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012489934
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Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A. - In: Annals of finance 18 (2022) 4, pp. 457-483
Persistent link: https://www.econbiz.de/10013489455