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Exploiting the dividend month premium : evidence from Germany
Kreidl, Felix; Scholz, Hendrik - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 253-266
Persistent link: https://www.econbiz.de/10012581619
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Dividend optimisation : a behaviouristic approach
Brinker, Leonie Violetta; Eisenberg, Julia - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
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Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217
Persistent link: https://www.econbiz.de/10012500260
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Quantile hedging in a defaultable market with life insurance applications
Glazyrina, Anna; Melʹnikov, Aleksandr V. - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 248-265
Persistent link: https://www.econbiz.de/10012500262
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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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On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 709-746
Persistent link: https://www.econbiz.de/10011669766
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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On optimal periodic dividend strategies for Lévy risk processes
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; … - In: Insurance / Mathematics & economics 80 (2018), pp. 29-44
Persistent link: https://www.econbiz.de/10011872906
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Income illusions : challenging the high yield stock narrative
Chen, Yin; Israelov, Roni - In: The journal of asset management : a major new, … 25 (2024) 2, pp. 190-202
Persistent link: https://www.econbiz.de/10014511691
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Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia; Eisenberg, Julia; Salterini, Benedetta - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10014383890